+4.2%
RDW vs PL
+67.9%
-63.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.6% |
| 7D | +0.9% | -9.2% | +10.1% | +5.6% |
| 30D | -21.3% | -32.9% | +11.6% | -4.7% |
| 3M | -37.9% | -51.9% | +14.0% | -10.9% |
| 6M | +12.3% | -35.3% | +47.6% | +41.2% |
| YTD | +39.7% | -16.6% | +56.3% | +60.3% |
| 1Y | +25.7% | +70.1% | -44.4% | +4.9% |
| 3Y | +230.8% | +479.2% | -248.4% | +43.1% |
| 5Y | -8.8% | +65.9% | -74.7% | -56.0% |
| All | +4.2% | +67.9% | -63.6% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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