+2.0%
RDW vs M
+104.6%
-102.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -10.0% | -4.9% |
| 7D | +0.9% | -4.2% | +5.1% | +2.0% |
| 30D | -21.3% | -7.2% | -14.1% | -19.5% |
| 3M | -37.9% | -11.1% | -26.7% | -36.1% |
| 6M | +12.3% | +28.8% | -16.5% | +2.5% |
| YTD | +39.7% | +2.0% | +37.7% | +37.0% |
| 1Y | +25.7% | +31.3% | -5.6% | +13.2% |
| 3Y | +230.8% | +119.1% | +111.8% | +141.5% |
| 5Y | -8.8% | +29.7% | -38.4% | -20.3% |
| All | +2.0% | +104.6% | -102.6% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling