+4.4%
RDW vs M
+90.0%
-85.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.7% | +6.3% | +3.2% |
| 7D | +4.8% | -8.8% | +13.6% | +8.0% |
| 30D | -19.5% | -16.4% | -3.1% | -14.6% |
| 3M | -26.9% | -10.8% | -16.1% | -24.7% |
| 6M | +17.8% | +16.1% | +1.6% | +11.5% |
| YTD | +43.0% | -5.3% | +48.3% | +44.1% |
| 1Y | +32.1% | +24.9% | +7.2% | +21.3% |
| 3Y | +250.6% | +97.5% | +153.1% | +165.1% |
| 5Y | -6.6% | +20.4% | -27.0% | -16.2% |
| All | +4.4% | +90.0% | -85.6% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling