+25.7%
RDW vs ROL
-37.8%
+63.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.2% |
| 7D | +0.9% | -3.2% | +4.0% | +0.1% |
| 30D | -21.3% | -4.9% | -16.4% | -22.1% |
| 3M | -37.9% | -25.8% | -12.0% | -41.4% |
| 6M | +12.3% | -37.6% | +49.8% | +5.3% |
| YTD | +39.7% | -41.5% | +81.2% | +38.5% |
| 1Y | +25.7% | -39.5% | +65.2% | +24.9% |
| All | +25.7% | -37.8% | +63.5% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling