+230.8%
RDW vs ROP
-19.1%
+250.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.9% | -4.6% | +5.5% | +1.4% |
| 30D | -21.3% | -1.7% | -19.6% | -21.2% |
| 3M | -37.9% | +17.1% | -54.9% | -41.0% |
| 6M | +12.3% | +10.9% | +1.4% | +8.8% |
| YTD | +39.7% | -12.1% | +51.8% | +52.9% |
| 1Y | +25.7% | -24.2% | +49.9% | +56.6% |
| 3Y | +230.8% | -20.4% | +251.2% | +278.5% |
| All | +230.8% | -19.1% | +250.0% | +278.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling