+233.3%
RDW vs PR
+84.2%
+149.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.7% |
| 7D | +3.6% | -0.8% | +4.4% | +3.9% |
| 30D | -18.4% | +11.3% | -29.7% | -21.8% |
| 3M | -32.1% | +24.1% | -56.1% | -38.6% |
| 6M | +10.9% | +25.4% | -14.5% | -2.8% |
| YTD | +40.8% | +71.2% | -30.4% | +5.6% |
| 1Y | +31.1% | +78.6% | -47.5% | -4.6% |
| All | +233.3% | +84.2% | +149.1% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 3y: compounded portfolio wealth divided by compounded PR 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…
3y analysis · Full analysis span regression · 6 months rolling