+2.0%
RDW vs RVTY
-17.2%
+19.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -3.7% |
| 7D | +0.9% | -4.5% | +5.4% | +3.1% |
| 30D | -21.3% | +5.5% | -26.7% | -23.8% |
| 3M | -37.9% | +22.5% | -60.4% | -45.3% |
| 6M | +12.3% | +38.9% | -26.6% | -7.0% |
| YTD | +39.7% | +28.7% | +11.0% | +20.9% |
| 1Y | +25.7% | +45.5% | -19.8% | +2.6% |
| 3Y | +230.8% | +16.4% | +214.5% | +190.5% |
| 5Y | -8.8% | -32.7% | +24.0% | -3.0% |
| All | +2.0% | -17.2% | +19.2% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling