+2.0%
RDW vs RUN
-90.5%
+92.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | +0.9% | -3.7% | +4.6% | +1.7% |
| 30D | -21.3% | -13.0% | -8.3% | -18.9% |
| 3M | -37.9% | -31.8% | -6.1% | -32.9% |
| 6M | +12.3% | -32.2% | +44.5% | +22.2% |
| YTD | +39.7% | -53.5% | +93.2% | +61.3% |
| 1Y | +25.7% | -46.5% | +72.2% | +40.2% |
| 3Y | +230.8% | -37.6% | +268.5% | +172.5% |
| 5Y | -8.8% | -80.9% | +72.1% | -11.3% |
| All | +2.0% | -90.5% | +92.6% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling