+80.9%
SAP vs RDW
-0.7%
+81.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | -4.1% | +0.9% | -4.9% | -4.1% |
| 30D | +1.1% | -21.3% | +22.4% | +2.4% |
| 3M | +26.1% | -37.9% | +64.0% | +29.1% |
| 6M | +9.8% | +12.3% | -2.5% | +6.3% |
| YTD | -13.6% | +39.7% | -53.3% | -18.8% |
| 1Y | -18.7% | +25.7% | -44.4% | -23.8% |
| 3Y | +54.1% | +230.8% | -176.7% | +24.1% |
| 5Y | +54.7% | -8.8% | +63.5% | +28.8% |
| All | +80.9% | -0.7% | +81.7% | +51.1% |
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