+7.9%
RDW vs P
+332.0%
-324.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +5.0% | +6.0% |
| 7D | +9.5% | +7.8% | +1.6% | +5.9% |
| 30D | -17.4% | +12.3% | -29.7% | -22.3% |
| 3M | -39.5% | +37.1% | -76.6% | -47.4% |
| 6M | +31.3% | +66.1% | -34.7% | +4.2% |
| YTD | +47.8% | +50.9% | -3.2% | +20.2% |
| 1Y | +33.8% | +27.2% | +6.6% | +12.5% |
| 3Y | +262.3% | +158.7% | +103.6% | +121.2% |
| 5Y | -5.7% | +291.1% | -296.8% | -50.0% |
| All | +7.9% | +332.0% | -324.2% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling