-6.1%
RDW vs RVTY
-33.1%
+27.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -3.9% |
| 7D | +0.9% | -4.5% | +5.4% | +3.3% |
| 30D | -21.3% | +5.5% | -26.7% | -24.0% |
| 3M | -37.9% | +22.5% | -60.4% | -45.9% |
| 6M | +12.3% | +38.9% | -26.6% | -8.7% |
| YTD | +39.7% | +28.7% | +11.0% | +19.1% |
| 1Y | +25.7% | +45.5% | -19.8% | +0.4% |
| 3Y | +230.8% | +16.4% | +214.5% | +186.1% |
| All | -6.1% | -33.1% | +27.0% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling