-6.6%
RDW vs PL
+67.2%
-73.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +3.1% |
| 7D | +4.8% | -9.0% | +13.9% | +9.7% |
| 30D | -19.5% | -29.6% | +10.0% | -4.8% |
| 3M | -26.9% | -45.7% | +18.8% | -0.7% |
| 6M | +17.8% | -34.3% | +52.1% | +46.9% |
| YTD | +43.0% | -15.4% | +58.4% | +62.9% |
| 1Y | +32.1% | +86.1% | -54.0% | +6.0% |
| 3Y | +250.6% | +509.1% | -258.5% | +48.7% |
| 5Y | -6.6% | +68.3% | -74.9% | -60.8% |
| All | -6.6% | +67.2% | -73.8% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling