+45.4%
SMR vs RDW
+241.5%
-196.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -2.3% | -13.4% | -14.6% |
| 7D | -11.2% | +0.9% | -12.1% | -11.2% |
| 30D | -10.2% | -21.3% | +11.1% | +0.4% |
| 3M | -10.0% | -37.9% | +27.8% | +10.0% |
| 6M | -30.5% | +12.3% | -42.7% | -41.6% |
| YTD | -39.2% | +39.7% | -79.0% | -55.8% |
| 1Y | -75.5% | +25.7% | -101.2% | -81.9% |
| 3Y | +45.4% | +230.8% | -185.4% | -38.6% |
| All | +45.4% | +241.5% | -196.0% | -38.6% |
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