+2.8%
RDW vs SM
+347.8%
-345.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -4.8% |
| 7D | +3.6% | -0.2% | +3.8% | +3.6% |
| 30D | -18.4% | +20.3% | -38.7% | -21.1% |
| 3M | -32.1% | +22.9% | -55.0% | -35.2% |
| 6M | +10.9% | +47.8% | -37.0% | +0.2% |
| YTD | +40.8% | +107.5% | -66.7% | +17.9% |
| 1Y | +31.1% | +51.7% | -20.6% | +16.8% |
| 3Y | +245.2% | -0.9% | +246.0% | +220.9% |
| 5Y | -16.7% | +112.2% | -129.0% | -26.1% |
| All | +2.8% | +347.8% | -345.0% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling