-11.4%
RKT vs RDW
-9.1%
-2.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.2% |
| 3M | -1.9% | -37.9% | +36.0% | +3.6% |
| 6M | -13.0% | +12.3% | -25.3% | -17.9% |
| YTD | -31.9% | +39.7% | -71.7% | -38.8% |
| 1Y | -37.6% | +25.7% | -63.2% | -44.2% |
| 3Y | +36.8% | +230.8% | -194.0% | -16.4% |
| All | -11.4% | -9.1% | -2.4% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling