+54.2%
RGTI vs RDW
+3.8%
+50.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.9% |
| 7D | +0.5% | +0.9% | -0.4% | 0.0% |
| 30D | -17.1% | -21.3% | +4.2% | -6.5% |
| 3M | -26.0% | -37.9% | +11.9% | -7.9% |
| 6M | -9.9% | +12.3% | -22.1% | -23.1% |
| YTD | -31.1% | +39.7% | -70.8% | -50.1% |
| 1Y | -8.5% | +25.7% | -34.2% | -31.3% |
| 3Y | +652.2% | +230.8% | +421.4% | +261.2% |
| 5Y | +56.8% | -8.8% | +65.5% | -22.6% |
| All | +54.2% | +3.8% | +50.4% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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