+4.4%
RDW vs STT
+185.9%
-181.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | +4.8% | -1.4% | +6.2% | +5.9% |
| 30D | -19.5% | +2.2% | -21.7% | -20.9% |
| 3M | -26.9% | +18.8% | -45.7% | -36.7% |
| 6M | +17.8% | +57.9% | -40.2% | -17.5% |
| YTD | +43.0% | +51.0% | -8.0% | +4.2% |
| 1Y | +32.1% | +77.1% | -45.1% | -14.0% |
| 3Y | +250.6% | +199.8% | +50.8% | +71.5% |
| 5Y | -6.6% | +156.0% | -162.6% | -52.6% |
| All | +4.4% | +185.9% | -181.4% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling