+3.3%
RDW vs PL
+84.9%
-81.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.2% |
| 7D | -3.1% | -9.3% | +6.2% | +1.3% |
| 30D | -1.8% | -18.9% | +17.2% | +8.9% |
| 3M | -50.9% | -58.4% | +7.5% | -24.9% |
| 6M | +13.5% | -30.3% | +43.8% | +37.5% |
| YTD | +38.6% | -8.1% | +46.7% | +51.8% |
| 1Y | +28.3% | +180.5% | -152.2% | -18.5% |
| 3Y | +217.2% | +444.1% | -227.0% | +38.2% |
| 5Y | -14.0% | +83.0% | -97.0% | -60.3% |
| All | +3.3% | +84.9% | -81.6% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling