+238.6%
RDW vs SIMO
+443.5%
-204.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +3.2% |
| 7D | +4.8% | +12.5% | -7.7% | +0.2% |
| 30D | -19.5% | +18.4% | -38.0% | -24.9% |
| 3M | -26.9% | +5.6% | -32.5% | -29.6% |
| 6M | +17.8% | +116.9% | -99.2% | -15.5% |
| YTD | +43.0% | +188.4% | -145.4% | -17.1% |
| 1Y | +32.1% | +221.3% | -189.2% | -27.8% |
| All | +238.6% | +443.5% | -204.8% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling