-6.1%
RDW vs M
+28.6%
-34.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -10.0% | -5.5% |
| 7D | +0.9% | -4.2% | +5.1% | +2.3% |
| 30D | -21.3% | -7.2% | -14.1% | -19.1% |
| 3M | -37.9% | -11.1% | -26.7% | -35.7% |
| 6M | +12.3% | +28.8% | -16.5% | +0.1% |
| YTD | +39.7% | +2.0% | +37.7% | +36.1% |
| 1Y | +25.7% | +31.3% | -5.6% | +10.0% |
| 3Y | +230.8% | +119.1% | +111.8% | +115.5% |
| All | -6.1% | +28.6% | -34.7% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling