+11.1%
RDW vs SPYG
+10.8%
+0.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -8.5% |
| 7D | -14.3% | -2.8% | -11.5% | -7.2% |
| 30D | -26.0% | -6.2% | -19.8% | -10.7% |
| 3M | -27.4% | -3.6% | -23.8% | -18.9% |
| 6M | -10.6% | +4.8% | -15.4% | -17.1% |
| YTD | +1.6% | +11.0% | -9.4% | -15.0% |
| 1Y | +11.1% | +11.2% | -0.1% | -7.7% |
| All | +11.1% | +10.8% | +0.2% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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