+11.1%
RDW vs Z
-54.2%
+65.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +9.4% | -14.4% | -5.2% |
| 7D | -14.3% | +10.2% | -24.5% | -14.6% |
| 30D | -26.0% | +23.7% | -49.7% | -27.2% |
| 3M | -27.4% | -6.6% | -20.8% | -26.7% |
| 6M | -10.6% | -23.0% | +12.4% | -1.9% |
| YTD | +1.6% | -50.3% | +51.9% | +31.1% |
| 1Y | +11.1% | -53.6% | +64.7% | +50.0% |
| All | +11.1% | -54.2% | +65.2% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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