+230.8%
RDW vs XHB
+23.1%
+207.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -3.7% |
| 7D | +0.9% | -4.6% | +5.5% | +4.9% |
| 30D | -21.3% | -9.1% | -12.1% | -14.5% |
| 3M | -37.9% | -8.6% | -29.3% | -33.6% |
| 6M | +12.3% | -4.0% | +16.3% | +14.7% |
| YTD | +39.7% | -3.9% | +43.7% | +40.3% |
| 1Y | +25.7% | -16.5% | +42.2% | +44.0% |
| 3Y | +230.8% | +22.6% | +208.3% | +172.2% |
| All | +230.8% | +23.1% | +207.8% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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