-15.3%
SKHY vs RDW
-19.5%
+4.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.3% | +6.4% | +8.0% |
| 7D | -0.6% | +8.8% | -9.4% | -5.1% |
| 30D | -12.3% | -8.9% | -3.4% | -8.0% |
| 3M | +0.4% | -37.8% | +38.2% | +26.9% |
| All | -15.3% | -19.5% | +4.2% | -12.3% |
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 · Available span rolling