+4.4%
RDW vs SBAC
-25.3%
+29.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.3% |
| 7D | +4.8% | -5.3% | +10.1% | +6.2% |
| 30D | -19.5% | +0.4% | -19.9% | -19.7% |
| 3M | -26.9% | -11.9% | -15.0% | -24.7% |
| 6M | +17.8% | -4.5% | +22.2% | +16.8% |
| YTD | +43.0% | -4.3% | +47.4% | +40.9% |
| 1Y | +32.1% | -3.9% | +36.0% | +29.9% |
| 3Y | +250.6% | -11.0% | +261.6% | +243.2% |
| 5Y | -6.6% | -44.1% | +37.5% | +5.8% |
| All | +4.4% | -25.3% | +29.7% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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