+2.0%
RDW vs VIAV
+144.0%
-142.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -3.9% |
| 7D | +0.9% | +11.2% | -10.3% | -4.0% |
| 30D | -21.3% | -10.1% | -11.2% | -18.1% |
| 3M | -37.9% | -22.9% | -15.0% | -32.3% |
| 6M | +12.3% | +28.8% | -16.5% | -3.2% |
| YTD | +39.7% | +117.5% | -77.7% | -7.5% |
| 1Y | +25.7% | +216.1% | -190.4% | -31.2% |
| 3Y | +230.8% | +292.2% | -61.4% | +58.8% |
| 5Y | -8.8% | +141.0% | -149.7% | -45.1% |
| All | +2.0% | +144.0% | -142.0% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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