-6.1%
RDW vs SPG
+106.0%
-112.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | +0.9% | -1.2% | +2.0% | +2.1% |
| 30D | -21.3% | -6.1% | -15.1% | -16.6% |
| 3M | -37.9% | -3.6% | -34.2% | -37.7% |
| 6M | +12.3% | +10.4% | +1.8% | -2.8% |
| YTD | +39.7% | +14.4% | +25.4% | +15.4% |
| 1Y | +25.7% | +16.5% | +9.1% | +1.3% |
| 3Y | +230.8% | +106.8% | +124.0% | +50.1% |
| All | -6.1% | +106.0% | -112.1% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 5y: compounded portfolio wealth divided by compounded SPG 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…
5y analysis · Full analysis span regression · 6 months rolling