+2.0%
RDW vs P
+319.4%
-317.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -4.1% |
| 7D | +0.9% | -1.3% | +2.2% | +1.4% |
| 30D | -21.3% | -11.9% | -9.4% | -17.5% |
| 3M | -37.9% | +41.6% | -79.5% | -46.9% |
| 6M | +12.3% | +58.1% | -45.9% | -9.4% |
| YTD | +39.7% | +46.5% | -6.8% | +15.0% |
| 1Y | +25.7% | +19.1% | +6.6% | +8.5% |
| 3Y | +230.8% | +150.6% | +80.3% | +104.5% |
| 5Y | -8.8% | +271.8% | -280.5% | -51.0% |
| All | +2.0% | +319.4% | -317.4% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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