+2.8%
RDW vs SIMO
+533.7%
-530.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.8% | -5.4% |
| 7D | +3.6% | +14.5% | -10.9% | -1.0% |
| 30D | -18.4% | +20.4% | -38.9% | -23.8% |
| 3M | -32.1% | +7.1% | -39.2% | -34.6% |
| 6M | +10.9% | +129.2% | -118.4% | -18.8% |
| YTD | +40.8% | +201.9% | -161.2% | -10.2% |
| 1Y | +31.1% | +235.5% | -204.4% | -19.1% |
| 3Y | +245.2% | +463.8% | -218.7% | +74.9% |
| 5Y | -16.7% | +306.7% | -323.4% | -54.7% |
| All | +2.8% | +533.7% | -530.9% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling