+2.0%
RDW vs SRE
+62.5%
-60.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.8% |
| 7D | +0.9% | -0.8% | +1.7% | +1.5% |
| 30D | -21.3% | -3.0% | -18.3% | -20.1% |
| 3M | -37.9% | -8.3% | -29.6% | -35.2% |
| 6M | +12.3% | -8.9% | +21.2% | +17.0% |
| YTD | +39.7% | -4.3% | +44.0% | +40.5% |
| 1Y | +25.7% | +2.7% | +22.9% | +20.9% |
| 3Y | +230.8% | +28.7% | +202.2% | +182.5% |
| 5Y | -8.8% | +47.1% | -55.9% | -21.1% |
| All | +2.0% | +62.5% | -60.5% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling