+17.8%
RDW vs LEN
-21.0%
+38.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +4.0% |
| 7D | +4.8% | -7.8% | +12.6% | +10.5% |
| 30D | -19.5% | -11.0% | -8.5% | -13.0% |
| 3M | -26.9% | -12.8% | -14.1% | -19.4% |
| 6M | +17.8% | -20.2% | +38.0% | +42.0% |
| All | +17.8% | -21.0% | +38.8% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 6mo: compounded portfolio wealth divided by compounded LEN 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…
6mo analysis · Full analysis span regression · 6 months rolling