+11.1%
RDW vs IT
-17.9%
+29.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -4.8% |
| 7D | -14.3% | -5.5% | -8.9% | -14.7% |
| 30D | -26.0% | +10.3% | -36.3% | -25.7% |
| 3M | -27.4% | +11.5% | -38.9% | -27.0% |
| 6M | -10.6% | +40.3% | -50.9% | -10.9% |
| YTD | +1.6% | -17.9% | +19.5% | +12.3% |
| 1Y | +11.1% | -8.8% | +19.9% | +6.4% |
| All | +11.1% | -17.9% | +29.0% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling