+2.8%
RDW vs RL
+228.6%
-225.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -2.6% |
| 7D | +3.6% | -0.3% | +3.8% | +3.7% |
| 30D | -18.4% | -17.5% | -0.9% | -7.9% |
| 3M | -32.1% | -14.0% | -18.1% | -25.9% |
| 6M | +10.9% | -2.0% | +12.8% | +9.0% |
| YTD | +40.8% | -4.6% | +45.4% | +40.5% |
| 1Y | +31.1% | +9.5% | +21.6% | +19.4% |
| 3Y | +245.2% | +200.5% | +44.7% | +79.1% |
| 5Y | -16.7% | +226.3% | -243.0% | -59.5% |
| All | +2.8% | +228.6% | -225.9% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling