+28.3%
RDW vs XRT
+3.4%
+24.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +0.2% |
| 7D | -3.1% | +0.8% | -3.9% | -4.1% |
| 30D | -1.8% | -4.2% | +2.4% | +3.7% |
| 3M | -50.9% | +5.1% | -56.0% | -56.3% |
| 6M | +13.5% | +2.4% | +11.1% | +6.3% |
| YTD | +38.6% | +3.2% | +35.4% | +28.1% |
| 1Y | +28.3% | +1.5% | +26.7% | +19.7% |
| All | +28.3% | +3.4% | +24.9% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling