+230.8%
RDW vs SM
-0.9%
+231.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +0.9% | +4.6% | -3.7% | -0.1% |
| 30D | -21.3% | +18.2% | -39.5% | -24.2% |
| 3M | -37.9% | +22.5% | -60.4% | -41.3% |
| 6M | +12.3% | +50.6% | -38.3% | -4.5% |
| YTD | +39.7% | +108.1% | -68.4% | +4.2% |
| 1Y | +25.7% | +46.0% | -20.3% | +6.9% |
| 3Y | +230.8% | +2.9% | +228.0% | +175.6% |
| All | +230.8% | -0.9% | +231.7% | +175.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling