+177.8%
SE vs RDW
+241.5%
-63.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.1% |
| 7D | -5.2% | +0.9% | -6.1% | -5.3% |
| 30D | -17.1% | -21.3% | +4.2% | -14.9% |
| 3M | +24.0% | -37.9% | +61.8% | +29.5% |
| 6M | +21.0% | +12.3% | +8.7% | +14.9% |
| YTD | -16.7% | +39.7% | -56.5% | -24.5% |
| 1Y | -45.9% | +25.7% | -71.6% | -51.2% |
| 3Y | +177.8% | +230.8% | -53.0% | +123.1% |
| All | +177.8% | +241.5% | -63.7% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling