+2.0%
RDW vs XME
+227.2%
-225.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.4% |
| 7D | +0.9% | -4.2% | +5.1% | +4.9% |
| 30D | -21.3% | -2.7% | -18.6% | -19.5% |
| 3M | -37.9% | -3.9% | -33.9% | -35.1% |
| 6M | +12.3% | -1.0% | +13.2% | +17.7% |
| YTD | +39.7% | +9.8% | +29.9% | +40.3% |
| 1Y | +25.7% | +32.5% | -6.9% | +10.3% |
| 3Y | +230.8% | +124.3% | +106.5% | +106.1% |
| 5Y | -8.8% | +165.8% | -174.6% | -46.8% |
| All | +2.0% | +227.2% | -225.2% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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