+2.0%
RDW vs XRT
+28.0%
-26.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -3.7% |
| 7D | +0.9% | -3.2% | +4.1% | +4.1% |
| 30D | -21.3% | -4.5% | -16.8% | -17.8% |
| 3M | -37.9% | -3.1% | -34.8% | -37.0% |
| 6M | +12.3% | +4.2% | +8.0% | +6.8% |
| YTD | +39.7% | -0.1% | +39.8% | +39.8% |
| 1Y | +25.7% | -3.0% | +28.7% | +30.7% |
| 3Y | +230.8% | +41.8% | +189.0% | +154.4% |
| 5Y | -8.8% | -1.3% | -7.5% | -14.6% |
| All | +2.0% | +28.0% | -26.0% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling