+2.8%
RDW vs IR
+59.5%
-56.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.0% | -2.7% | -3.1% |
| 7D | +3.6% | -1.9% | +5.5% | +5.1% |
| 30D | -18.4% | -15.0% | -3.4% | -7.4% |
| 3M | -32.1% | -0.4% | -31.6% | -33.4% |
| 6M | +10.9% | -15.0% | +25.9% | +22.4% |
| YTD | +40.8% | -7.1% | +47.8% | +43.7% |
| 1Y | +31.1% | -7.5% | +38.7% | +34.4% |
| 3Y | +245.2% | +6.3% | +238.9% | +223.9% |
| 5Y | -16.7% | +37.3% | -54.1% | -36.5% |
| All | +2.8% | +59.5% | -56.8% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling