+230.8%
RDW vs SAN
+352.3%
-121.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -4.2% |
| 7D | +0.9% | +0.2% | +0.7% | +0.6% |
| 30D | -21.3% | +0.9% | -22.2% | -22.0% |
| 3M | -37.9% | +19.1% | -57.0% | -46.6% |
| 6M | +12.3% | +33.2% | -20.9% | -11.0% |
| YTD | +39.7% | +29.1% | +10.6% | +13.1% |
| 1Y | +25.7% | +50.2% | -24.6% | -10.1% |
| 3Y | +230.8% | +351.0% | -120.2% | +2.4% |
| All | +230.8% | +352.3% | -121.4% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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