-6.1%
RDW vs SIMO
+315.3%
-321.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.2% | -9.5% | -4.8% |
| 7D | +0.9% | +11.0% | -10.2% | -3.0% |
| 30D | -21.3% | +17.9% | -39.2% | -26.3% |
| 3M | -37.9% | +3.9% | -41.8% | -40.1% |
| 6M | +12.3% | +131.0% | -118.8% | -20.7% |
| YTD | +39.7% | +209.3% | -169.6% | -16.2% |
| 1Y | +25.7% | +223.8% | -198.1% | -25.7% |
| 3Y | +230.8% | +479.2% | -248.4% | +51.0% |
| All | -6.1% | +315.3% | -321.4% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling