+214.2%
RDW vs PR
+95.8%
+118.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -5.0% | -4.2% |
| 7D | +7.2% | +6.0% | +1.2% | +4.6% |
| 30D | -10.3% | -4.2% | -6.1% | -8.7% |
| 3M | -41.4% | +10.0% | -51.4% | -44.0% |
| 6M | -32.5% | +15.6% | -48.2% | -38.2% |
| YTD | +1.7% | +68.2% | -66.5% | -25.9% |
| 1Y | +39.0% | +79.2% | -40.2% | -2.2% |
| 3Y | +214.2% | +94.9% | +119.3% | +95.2% |
| All | +214.2% | +95.8% | +118.4% | +95.2% |
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