+28.3%
RDW vs SIMO
+226.2%
-198.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.7% | -7.2% | -0.8% |
| 7D | -3.1% | +4.2% | -7.4% | -4.3% |
| 30D | -1.8% | +4.1% | -5.9% | -3.5% |
| 3M | -50.9% | -12.9% | -38.0% | -49.9% |
| 6M | +13.5% | +110.3% | -96.9% | +0.3% |
| YTD | +38.6% | +178.6% | -140.0% | -1.5% |
| 1Y | +28.3% | +220.0% | -191.7% | -15.0% |
| All | +28.3% | +226.2% | -198.0% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling