+2.0%
RDW vs NYT
+46.5%
-44.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +0.9% | -0.6% | +1.4% | +1.2% |
| 30D | -21.3% | +4.6% | -25.9% | -23.1% |
| 3M | -37.9% | -9.6% | -28.3% | -36.0% |
| 6M | +12.3% | -14.0% | +26.3% | +17.4% |
| YTD | +39.7% | -2.8% | +42.6% | +34.6% |
| 1Y | +25.7% | +15.6% | +10.1% | +7.4% |
| 3Y | +230.8% | +56.3% | +174.5% | +134.9% |
| 5Y | -8.8% | +39.5% | -48.3% | -41.4% |
| All | +2.0% | +46.5% | -44.4% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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