+25.7%
RDW vs Z
-62.2%
+87.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -2.7% |
| 7D | +0.9% | -6.0% | +6.9% | +1.4% |
| 30D | -21.3% | -2.3% | -19.0% | -21.4% |
| 3M | -37.9% | -0.6% | -37.2% | -38.4% |
| 6M | +12.3% | -27.6% | +39.9% | +22.1% |
| YTD | +39.7% | -52.4% | +92.1% | +70.4% |
| 1Y | +25.7% | -63.6% | +89.3% | +48.9% |
| All | +25.7% | -62.2% | +87.9% | +48.9% |
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