+3.8%
RDW vs S
-57.7%
+61.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | +3.6% | -1.2% | +4.8% | +4.0% |
| 30D | -18.4% | -12.6% | -5.9% | -14.4% |
| 3M | -32.1% | +27.6% | -59.6% | -39.9% |
| 6M | +10.9% | +35.5% | -24.6% | -4.7% |
| YTD | +40.8% | +29.6% | +11.2% | +22.8% |
| 1Y | +31.1% | +8.1% | +23.0% | +22.1% |
| 3Y | +245.2% | +14.8% | +230.4% | +209.7% |
| 5Y | -16.7% | -70.6% | +53.8% | +4.9% |
| All | +3.8% | -57.7% | +61.5% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling