+17.8%
RDW vs SM
+52.8%
-35.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.8% |
| 7D | +4.8% | +2.1% | +2.7% | +5.5% |
| 30D | -19.5% | +18.1% | -37.7% | -14.4% |
| 3M | -26.9% | +17.0% | -43.9% | -20.6% |
| 6M | +17.8% | +55.4% | -37.7% | +36.0% |
| All | +17.8% | +52.8% | -35.0% | +36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling