+12.3%
RDW vs SRE
-8.9%
+21.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.6% |
| 7D | +0.9% | -0.8% | +1.7% | +0.5% |
| 30D | -21.3% | -3.0% | -18.3% | -21.7% |
| 3M | -37.9% | -8.3% | -29.6% | -39.1% |
| 6M | +12.3% | -8.9% | +21.2% | +5.9% |
| All | +12.3% | -8.9% | +21.2% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 6mo: compounded portfolio wealth divided by compounded SRE 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…
6mo analysis · Full analysis span regression · 6 months rolling