-6.1%
RDW vs XRT
-1.7%
-4.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -4.1% |
| 7D | +0.9% | -3.2% | +4.1% | +4.9% |
| 30D | -21.3% | -4.5% | -16.8% | -17.0% |
| 3M | -37.9% | -3.1% | -34.8% | -36.9% |
| 6M | +12.3% | +4.2% | +8.0% | +5.1% |
| YTD | +39.7% | -0.1% | +39.8% | +39.2% |
| 1Y | +25.7% | -3.0% | +28.7% | +31.2% |
| 3Y | +230.8% | +41.8% | +189.0% | +128.2% |
| All | -6.1% | -1.7% | -4.4% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling