+230.8%
RDW vs SPYG
+98.4%
+132.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -4.0% |
| 7D | +0.9% | -0.9% | +1.7% | +2.6% |
| 30D | -21.3% | -1.5% | -19.8% | -18.8% |
| 3M | -37.9% | +3.7% | -41.6% | -41.6% |
| 6M | +12.3% | +16.4% | -4.2% | -12.6% |
| YTD | +39.7% | +13.3% | +26.4% | +16.8% |
| 1Y | +25.7% | +17.9% | +7.8% | -1.3% |
| 3Y | +230.8% | +98.3% | +132.5% | +40.2% |
| All | +230.8% | +98.4% | +132.5% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling