+7.9%
RDW vs RF
+106.4%
-98.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.2% | +7.8% | +7.5% |
| 7D | +9.5% | +2.7% | +6.8% | +7.3% |
| 30D | -17.4% | -3.4% | -14.0% | -15.3% |
| 3M | -39.5% | +6.4% | -45.9% | -43.0% |
| 6M | +31.3% | +13.4% | +17.9% | +18.3% |
| YTD | +47.8% | +14.2% | +33.5% | +32.0% |
| 1Y | +33.8% | +15.7% | +18.1% | +18.8% |
| 3Y | +262.3% | +91.3% | +170.9% | +137.2% |
| 5Y | -5.7% | +89.8% | -95.5% | -31.9% |
| All | +7.9% | +106.4% | -98.5% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling