-24.1%
RDW vs PL
+40.9%
-65.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | +7.2% | +10.0% | -2.8% | +2.4% |
| 30D | -10.3% | -2.3% | -8.1% | -7.9% |
| 3M | -41.4% | -44.2% | +2.8% | -21.2% |
| 6M | -32.5% | -66.1% | +33.6% | +18.2% |
| YTD | +1.7% | -30.0% | +31.7% | +29.0% |
| 1Y | +39.0% | +21.0% | +18.0% | +37.2% |
| 3Y | +214.2% | +516.5% | -302.3% | +39.1% |
| 5Y | -31.3% | +32.0% | -63.3% | -61.9% |
| All | -24.1% | +40.9% | -65.1% | -59.5% |
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