-15.2%
RDW vs SNY
+1.8%
-17.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -1.2% | -18.6% | -19.7% |
| 7D | -32.4% | +8.8% | -41.2% | -33.1% |
| 30D | -41.7% | +18.6% | -60.3% | -43.5% |
| 3M | -42.3% | +9.7% | -51.9% | -42.6% |
| 6M | -28.8% | +8.2% | -37.0% | -30.2% |
| YTD | -18.6% | +2.2% | -20.7% | -18.0% |
| 1Y | -15.2% | +1.0% | -16.3% | -15.6% |
| All | -15.2% | +1.8% | -17.0% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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