+11.1%
RDW vs ROP
+10.1%
+0.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.9% | -8.9% | -2.0% |
| 7D | -14.3% | +11.7% | -26.0% | -6.7% |
| 30D | -26.0% | +35.5% | -61.4% | -7.4% |
| 3M | -27.4% | +25.3% | -52.7% | -13.6% |
| 6M | -10.6% | +38.9% | -49.6% | +20.0% |
| YTD | +1.6% | +11.4% | -9.8% | -0.1% |
| 1Y | +11.1% | +10.3% | +0.7% | +9.2% |
| All | +11.1% | +10.1% | +0.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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