+299.6%
RDW vs VLTO
+26.2%
+273.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.5% | +7.0% |
| 7D | +9.5% | -1.6% | +11.0% | +10.1% |
| 30D | -17.4% | -2.9% | -14.5% | -16.5% |
| 3M | -39.5% | +12.7% | -52.2% | -43.8% |
| 6M | +31.3% | +1.6% | +29.8% | +29.4% |
| YTD | +47.8% | -4.0% | +51.7% | +51.7% |
| 1Y | +33.8% | -10.2% | +44.0% | +44.6% |
| All | +299.6% | +26.2% | +273.5% | +273.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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