-53.1%
SE vs RDW
+1.6%
-54.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.2% |
| 7D | -4.8% | +4.8% | -9.6% | -5.7% |
| 30D | -18.1% | -19.5% | +1.4% | -14.7% |
| 3M | +30.6% | -26.9% | +57.5% | +36.4% |
| 6M | +20.8% | +17.8% | +3.0% | +8.0% |
| YTD | -15.6% | +43.0% | -58.6% | -30.7% |
| 1Y | -44.2% | +32.1% | -76.3% | -54.9% |
| 3Y | +181.5% | +250.6% | -69.1% | +24.8% |
| 5Y | -66.9% | -6.6% | -60.3% | -81.5% |
| All | -53.1% | +1.6% | -54.7% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling