+4.4%
RDW vs VO
+62.8%
-58.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +3.4% |
| 7D | +4.8% | -2.5% | +7.3% | +10.2% |
| 30D | -19.5% | -3.2% | -16.3% | -14.0% |
| 3M | -26.9% | +3.9% | -30.8% | -32.0% |
| 6M | +17.8% | +9.6% | +8.1% | +0.5% |
| YTD | +43.0% | +11.6% | +31.4% | +20.9% |
| 1Y | +32.1% | +12.6% | +19.5% | +11.7% |
| 3Y | +250.6% | +55.4% | +195.3% | +95.9% |
| 5Y | -6.6% | +41.8% | -48.4% | -39.6% |
| All | +4.4% | +62.8% | -58.4% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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