+2.0%
RDW vs ITOT
+103.8%
-101.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -4.0% |
| 7D | +0.9% | -0.9% | +1.8% | +2.6% |
| 30D | -21.3% | -1.5% | -19.8% | -18.9% |
| 3M | -37.9% | +3.6% | -41.4% | -41.5% |
| 6M | +12.3% | +13.7% | -1.4% | -9.0% |
| YTD | +39.7% | +12.9% | +26.8% | +17.1% |
| 1Y | +25.7% | +17.2% | +8.5% | -0.1% |
| 3Y | +230.8% | +75.6% | +155.2% | +49.6% |
| 5Y | -8.8% | +75.5% | -84.2% | -57.4% |
| All | +2.0% | +103.8% | -101.7% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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