+230.8%
RDW vs RSG
+57.7%
+173.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.2% |
| 7D | +0.9% | 0.0% | +0.8% | +0.9% |
| 30D | -21.3% | +4.0% | -25.2% | -21.0% |
| 3M | -37.9% | +7.4% | -45.2% | -38.0% |
| 6M | +12.3% | +0.1% | +12.2% | +15.0% |
| YTD | +39.7% | +6.0% | +33.7% | +39.6% |
| 1Y | +25.7% | -3.0% | +28.7% | +30.7% |
| 3Y | +230.8% | +56.5% | +174.3% | +213.8% |
| All | +230.8% | +57.7% | +173.1% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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