+2.0%
RDW vs SAN
+425.4%
-423.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -3.6% |
| 7D | +0.9% | +0.2% | +0.7% | +0.7% |
| 30D | -21.3% | +0.9% | -22.2% | -21.8% |
| 3M | -37.9% | +19.1% | -57.0% | -44.1% |
| 6M | +12.3% | +33.2% | -20.9% | -4.4% |
| YTD | +39.7% | +29.1% | +10.6% | +21.1% |
| 1Y | +25.7% | +50.2% | -24.6% | +0.2% |
| 3Y | +230.8% | +351.0% | -120.2% | +59.2% |
| 5Y | -8.8% | +394.7% | -403.4% | -60.3% |
| All | +2.0% | +425.4% | -423.4% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling