+11.1%
RDW vs RUN
-53.7%
+64.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -5.5% |
| 7D | -14.3% | +18.5% | -32.8% | -20.7% |
| 30D | -26.0% | +15.5% | -41.5% | -30.9% |
| 3M | -27.4% | -20.3% | -7.1% | -21.1% |
| 6M | -10.6% | -30.8% | +20.1% | +4.8% |
| YTD | +1.6% | -52.2% | +53.8% | +29.9% |
| 1Y | +11.1% | -53.9% | +65.0% | +40.6% |
| All | +11.1% | -53.7% | +64.8% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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