+2.8%
RDW vs SPG
+208.4%
-205.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.4% | -2.3% | -2.8% |
| 7D | +3.6% | -1.7% | +5.2% | +5.0% |
| 30D | -18.4% | -6.3% | -12.2% | -14.2% |
| 3M | -32.1% | -2.4% | -29.6% | -32.5% |
| 6M | +10.9% | +9.6% | +1.2% | -1.3% |
| YTD | +40.8% | +14.2% | +26.6% | +20.0% |
| 1Y | +31.1% | +19.3% | +11.8% | +7.1% |
| 3Y | +245.2% | +106.7% | +138.5% | +83.1% |
| 5Y | -16.7% | +104.2% | -120.9% | -55.1% |
| All | +2.8% | +208.4% | -205.6% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling