+230.8%
RDW vs VYM
+65.1%
+165.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -4.3% |
| 7D | +0.9% | -0.8% | +1.7% | +3.2% |
| 30D | -21.3% | -2.2% | -19.0% | -15.7% |
| 3M | -37.9% | +3.1% | -40.9% | -43.7% |
| 6M | +12.3% | +9.7% | +2.5% | -14.1% |
| YTD | +39.7% | +14.9% | +24.8% | -4.8% |
| 1Y | +25.7% | +17.6% | +8.1% | -18.7% |
| 3Y | +230.8% | +65.3% | +165.5% | +12.0% |
| All | +230.8% | +65.1% | +165.8% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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