-37.6%
RKT vs RDW
+29.5%
-67.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.2% |
| 7D | -6.3% | +0.9% | -7.1% | -6.4% |
| 30D | -6.2% | -21.3% | +15.1% | -3.3% |
| 3M | -1.9% | -37.9% | +36.0% | +3.8% |
| 6M | -13.0% | +12.3% | -25.3% | -18.3% |
| YTD | -31.9% | +39.7% | -71.7% | -38.0% |
| 1Y | -37.6% | +25.7% | -63.2% | -44.4% |
| All | -37.6% | +29.5% | -67.1% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling