-6.1%
RDW vs IT
-42.9%
+36.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.3% | -7.6% | -4.3% |
| 7D | +0.9% | -3.7% | +4.5% | +1.9% |
| 30D | -21.3% | +0.1% | -21.3% | -22.2% |
| 3M | -37.9% | +20.7% | -58.5% | -45.5% |
| 6M | +12.3% | +12.0% | +0.3% | -0.2% |
| YTD | +39.7% | -28.8% | +68.6% | +58.8% |
| 1Y | +25.7% | -25.5% | +51.2% | +38.2% |
| 3Y | +230.8% | -48.8% | +279.6% | +361.2% |
| All | -6.1% | -42.9% | +36.8% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling