+25.7%
RDW vs M
+34.0%
-8.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -10.0% | -5.8% |
| 7D | +0.9% | -4.2% | +5.1% | +2.8% |
| 30D | -21.3% | -7.2% | -14.1% | -18.6% |
| 3M | -37.9% | -11.1% | -26.7% | -35.3% |
| 6M | +12.3% | +28.8% | -16.5% | -1.5% |
| YTD | +39.7% | +2.0% | +37.7% | +35.2% |
| 1Y | +25.7% | +31.3% | -5.6% | 0.0% |
| All | +25.7% | +34.0% | -8.3% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling