-6.1%
RDW vs IR
+32.6%
-38.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.1% |
| 7D | +0.9% | -4.5% | +5.3% | +4.8% |
| 30D | -21.3% | -13.9% | -7.3% | -10.5% |
| 3M | -37.9% | -0.3% | -37.5% | -39.6% |
| 6M | +12.3% | -14.3% | +26.6% | +23.9% |
| YTD | +39.7% | -7.9% | +47.6% | +43.3% |
| 1Y | +25.7% | -9.9% | +35.6% | +31.4% |
| 3Y | +230.8% | +6.5% | +224.3% | +199.0% |
| All | -6.1% | +32.6% | -38.7% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling