+230.8%
RDW vs S
+15.4%
+215.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +0.9% | -0.7% | +1.5% | +1.1% |
| 30D | -21.3% | -11.4% | -9.8% | -16.9% |
| 3M | -37.9% | +33.8% | -71.7% | -48.9% |
| 6M | +12.3% | +39.5% | -27.2% | -10.5% |
| YTD | +39.7% | +31.7% | +8.1% | +14.3% |
| 1Y | +25.7% | +7.0% | +18.7% | +13.9% |
| 3Y | +230.8% | +11.8% | +219.1% | +193.0% |
| All | +230.8% | +15.4% | +215.4% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling