+230.8%
RDW vs SITM
+452.7%
-221.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.8% | -4.3% |
| 7D | +0.9% | +3.9% | -3.0% | -0.7% |
| 30D | -21.3% | -6.6% | -14.7% | -19.7% |
| 3M | -37.9% | -11.9% | -26.0% | -35.9% |
| 6M | +12.3% | +81.1% | -68.9% | -10.5% |
| YTD | +39.7% | +80.0% | -40.2% | +8.4% |
| 1Y | +25.7% | +145.8% | -120.2% | -15.6% |
| 3Y | +230.8% | +475.9% | -245.0% | +58.9% |
| All | +230.8% | +452.7% | -221.8% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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