+4.4%
RDW vs RVTY
-19.5%
+23.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.8% |
| 7D | +4.8% | -7.4% | +12.2% | +9.0% |
| 30D | -19.5% | +4.5% | -24.0% | -21.7% |
| 3M | -26.9% | +19.5% | -46.4% | -34.8% |
| 6M | +17.8% | +34.1% | -16.4% | -0.7% |
| YTD | +43.0% | +25.3% | +17.8% | +25.5% |
| 1Y | +32.1% | +47.0% | -14.9% | +7.4% |
| 3Y | +250.6% | +14.1% | +236.5% | +211.3% |
| 5Y | -6.6% | -34.6% | +28.0% | +0.8% |
| All | +4.4% | -19.5% | +23.9% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling