+230.8%
RDW vs STT
+197.5%
+33.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -3.7% |
| 7D | +0.9% | -0.4% | +1.3% | +1.3% |
| 30D | -21.3% | +1.7% | -23.0% | -23.2% |
| 3M | -37.9% | +17.9% | -55.8% | -51.2% |
| 6M | +12.3% | +55.3% | -43.0% | -38.7% |
| YTD | +39.7% | +52.7% | -12.9% | -21.8% |
| 1Y | +25.7% | +75.7% | -50.0% | -41.7% |
| 3Y | +230.8% | +197.9% | +32.9% | -2.1% |
| All | +230.8% | +197.5% | +33.4% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling