+28.3%
RDW vs SM
+37.6%
-9.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.1% | +1.3% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -1.8% | +26.3% | -28.1% | +0.4% |
| 3M | -50.9% | +8.7% | -59.5% | -49.6% |
| 6M | +13.5% | +51.7% | -38.2% | +7.6% |
| YTD | +38.6% | +99.0% | -60.5% | +21.5% |
| 1Y | +28.3% | +34.6% | -6.3% | +22.9% |
| All | +28.3% | +37.6% | -9.3% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling