+230.8%
RDW vs VICR
+209.3%
+21.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.2% | -13.5% | -6.9% |
| 7D | +0.9% | +5.0% | -4.1% | -1.6% |
| 30D | -21.3% | -12.5% | -8.8% | -17.6% |
| 3M | -37.9% | -33.6% | -4.3% | -28.7% |
| 6M | +12.3% | +10.7% | +1.6% | +2.5% |
| YTD | +39.7% | +80.6% | -40.8% | +5.0% |
| 1Y | +25.7% | +288.4% | -262.7% | -31.0% |
| 3Y | +230.8% | +213.8% | +17.0% | +72.0% |
| All | +230.8% | +209.3% | +21.6% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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