+230.8%
RDW vs IT
-49.4%
+280.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.3% | -7.6% | -3.7% |
| 7D | +0.9% | -3.7% | +4.5% | +1.6% |
| 30D | -21.3% | +0.1% | -21.3% | -21.9% |
| 3M | -37.9% | +20.7% | -58.5% | -43.3% |
| 6M | +12.3% | +12.0% | +0.3% | +3.8% |
| YTD | +39.7% | -28.8% | +68.6% | +60.8% |
| 1Y | +25.7% | -25.5% | +51.2% | +40.3% |
| 3Y | +230.8% | -48.8% | +279.6% | +428.9% |
| All | +230.8% | -49.4% | +280.2% | +428.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling