+25.7%
RDW vs SIMO
+239.1%
-213.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.2% | -9.5% | -4.2% |
| 7D | +0.9% | +11.0% | -10.2% | -2.1% |
| 30D | -21.3% | +17.9% | -39.2% | -25.0% |
| 3M | -37.9% | +3.9% | -41.8% | -39.3% |
| 6M | +12.3% | +131.0% | -118.8% | -3.0% |
| YTD | +39.7% | +209.3% | -169.6% | -3.6% |
| 1Y | +25.7% | +223.8% | -198.1% | -14.1% |
| All | +25.7% | +239.1% | -213.4% | -14.1% |
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