-6.1%
RDW vs SITM
+187.3%
-193.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.8% | -4.2% |
| 7D | +0.9% | +3.9% | -3.0% | -0.6% |
| 30D | -21.3% | -6.6% | -14.7% | -19.7% |
| 3M | -37.9% | -11.9% | -26.0% | -35.8% |
| 6M | +12.3% | +81.1% | -68.9% | -10.4% |
| YTD | +39.7% | +80.0% | -40.2% | +8.6% |
| 1Y | +25.7% | +145.8% | -120.2% | -14.8% |
| 3Y | +230.8% | +475.9% | -245.0% | +53.8% |
| All | -6.1% | +187.3% | -193.4% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling