+230.8%
RDW vs RL
+202.0%
+28.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.8% |
| 7D | +0.9% | -3.4% | +4.3% | +3.5% |
| 30D | -21.3% | -14.4% | -6.8% | -11.7% |
| 3M | -37.9% | -13.6% | -24.3% | -31.8% |
| 6M | +12.3% | +0.6% | +11.7% | +6.9% |
| YTD | +39.7% | -3.6% | +43.3% | +36.9% |
| 1Y | +25.7% | +8.3% | +17.3% | +11.1% |
| 3Y | +230.8% | +204.8% | +26.1% | +50.3% |
| All | +230.8% | +202.0% | +28.9% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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