+2.0%
RDW vs IR
+58.1%
-56.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.1% |
| 7D | +0.9% | -4.5% | +5.3% | +4.5% |
| 30D | -21.3% | -13.9% | -7.3% | -11.5% |
| 3M | -37.9% | -0.3% | -37.5% | -39.4% |
| 6M | +12.3% | -14.3% | +26.6% | +23.0% |
| YTD | +39.7% | -7.9% | +47.6% | +43.6% |
| 1Y | +25.7% | -9.9% | +35.6% | +31.5% |
| 3Y | +230.8% | +6.5% | +224.3% | +210.2% |
| 5Y | -8.8% | +34.0% | -42.8% | -29.8% |
| All | +2.0% | +58.1% | -56.1% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling