-6.1%
RDW vs RL
+232.4%
-238.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.8% |
| 7D | +0.9% | -3.4% | +4.3% | +3.4% |
| 30D | -21.3% | -14.4% | -6.8% | -12.2% |
| 3M | -37.9% | -13.6% | -24.3% | -32.1% |
| 6M | +12.3% | +0.6% | +11.7% | +7.9% |
| YTD | +39.7% | -3.6% | +43.3% | +38.0% |
| 1Y | +25.7% | +8.3% | +17.3% | +13.7% |
| 3Y | +230.8% | +204.8% | +26.1% | +50.9% |
| All | -6.1% | +232.4% | -238.5% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling