+9.7%
RDW vs XE
-50.4%
+60.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.4% | +0.2% |
| 7D | +0.9% | -15.7% | +16.6% | +8.3% |
| 30D | -21.3% | -26.6% | +5.4% | -11.4% |
| 3M | -37.9% | -20.3% | -17.6% | -33.1% |
| All | +9.7% | -50.4% | +60.1% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling