+2.0%
RDW vs XHB
+69.9%
-67.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -3.7% |
| 7D | +0.9% | -4.6% | +5.5% | +4.8% |
| 30D | -21.3% | -9.1% | -12.1% | -14.7% |
| 3M | -37.9% | -8.6% | -29.3% | -33.7% |
| 6M | +12.3% | -4.0% | +16.3% | +14.9% |
| YTD | +39.7% | -3.9% | +43.7% | +41.3% |
| 1Y | +25.7% | -16.5% | +42.2% | +43.6% |
| 3Y | +230.8% | +22.6% | +208.3% | +166.3% |
| 5Y | -8.8% | +33.9% | -42.7% | -34.9% |
| All | +2.0% | +69.9% | -67.9% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling