+4.4%
RDW vs SPY
+114.4%
-110.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.8% |
| 7D | +4.8% | -2.0% | +6.8% | +9.1% |
| 30D | -19.5% | -1.7% | -17.9% | -16.8% |
| 3M | -26.9% | +4.7% | -31.6% | -32.4% |
| 6M | +17.8% | +12.5% | +5.3% | -2.2% |
| YTD | +43.0% | +11.7% | +31.3% | +22.5% |
| 1Y | +32.1% | +17.5% | +14.6% | +4.7% |
| 3Y | +250.6% | +76.6% | +174.1% | +59.1% |
| 5Y | -6.6% | +82.0% | -88.6% | -57.6% |
| All | +4.4% | +114.4% | -110.0% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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