+28.3%
RDW vs STT
+75.3%
-47.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.4% |
| 7D | -3.1% | +0.5% | -3.6% | -3.6% |
| 30D | -1.8% | +3.9% | -5.6% | -6.2% |
| 3M | -50.9% | +20.0% | -70.8% | -61.3% |
| 6M | +13.5% | +55.3% | -41.8% | -35.0% |
| YTD | +38.6% | +53.3% | -14.8% | -20.4% |
| 1Y | +28.3% | +74.7% | -46.4% | -33.7% |
| All | +28.3% | +75.3% | -47.1% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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