-6.1%
RDW vs Z
-64.7%
+58.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -3.8% |
| 7D | +0.9% | -6.0% | +6.9% | +2.8% |
| 30D | -21.3% | -2.3% | -19.0% | -21.4% |
| 3M | -37.9% | -0.6% | -37.2% | -39.3% |
| 6M | +12.3% | -27.6% | +39.9% | +23.1% |
| YTD | +39.7% | -52.4% | +92.1% | +80.7% |
| 1Y | +25.7% | -63.6% | +89.3% | +80.8% |
| 3Y | +230.8% | -36.4% | +267.2% | +265.0% |
| All | -6.1% | -64.7% | +58.6% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling