+2.0%
RDW vs RSG
+152.6%
-150.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | +0.9% | 0.0% | +0.8% | +0.8% |
| 30D | -21.3% | +4.0% | -25.2% | -21.6% |
| 3M | -37.9% | +7.4% | -45.2% | -38.7% |
| 6M | +12.3% | +0.1% | +12.2% | +12.6% |
| YTD | +39.7% | +6.0% | +33.7% | +37.5% |
| 1Y | +25.7% | -3.0% | +28.7% | +27.1% |
| 3Y | +230.8% | +56.5% | +174.3% | +198.3% |
| 5Y | -8.8% | +90.9% | -99.7% | -21.7% |
| All | +2.0% | +152.6% | -150.6% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling