-6.1%
RDW vs SYY
+23.4%
-29.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.9% |
| 7D | +0.9% | +3.9% | -3.1% | -1.4% |
| 30D | -21.3% | -1.7% | -19.5% | -20.6% |
| 3M | -37.9% | +5.2% | -43.0% | -40.3% |
| 6M | +12.3% | -0.2% | +12.5% | +10.4% |
| YTD | +39.7% | +15.4% | +24.4% | +26.4% |
| 1Y | +25.7% | +5.6% | +20.1% | +19.2% |
| 3Y | +230.8% | +28.9% | +202.0% | +176.6% |
| All | -6.1% | +23.4% | -29.5% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 5y: compounded portfolio wealth divided by compounded SYY 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…
5y analysis · Full analysis span regression · 6 months rolling