+2.0%
RDW vs RF
+106.8%
-104.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.7% |
| 7D | +0.9% | -1.0% | +1.8% | +1.5% |
| 30D | -21.3% | -3.7% | -17.6% | -19.1% |
| 3M | -37.9% | +5.3% | -43.2% | -41.0% |
| 6M | +12.3% | +17.2% | -5.0% | -1.2% |
| YTD | +39.7% | +14.5% | +25.3% | +24.7% |
| 1Y | +25.7% | +15.9% | +9.7% | +11.4% |
| 3Y | +230.8% | +91.2% | +139.7% | +116.7% |
| 5Y | -8.8% | +90.0% | -98.8% | -34.2% |
| All | +2.0% | +106.8% | -104.8% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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