-40.9%
SE vs RDW
+24.9%
-65.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -6.1% | -3.1% | -3.0% | -5.8% |
| 30D | -2.5% | -1.8% | -0.7% | -2.4% |
| 3M | +21.7% | -50.9% | +72.6% | +27.7% |
| 6M | +27.0% | +13.5% | +13.5% | +21.7% |
| YTD | -12.1% | +38.6% | -50.7% | -18.8% |
| 1Y | -40.9% | +28.3% | -69.2% | -44.5% |
| All | -40.9% | +24.9% | -65.8% | -44.5% |
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