+2.0%
RDW vs SIMO
+549.1%
-547.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.2% | -9.5% | -4.7% |
| 7D | +0.9% | +11.0% | -10.2% | -2.8% |
| 30D | -21.3% | +17.9% | -39.2% | -25.9% |
| 3M | -37.9% | +3.9% | -41.8% | -39.9% |
| 6M | +12.3% | +131.0% | -118.8% | -18.2% |
| YTD | +39.7% | +209.3% | -169.6% | -11.7% |
| 1Y | +25.7% | +223.8% | -198.1% | -21.5% |
| 3Y | +230.8% | +479.2% | -248.4% | +65.8% |
| 5Y | -8.8% | +316.0% | -324.8% | -50.8% |
| All | +2.0% | +549.1% | -547.1% | -50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling