+41.9%
SO vs RDW
+241.5%
-199.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.7% |
| 7D | -1.1% | +0.9% | -1.9% | -1.1% |
| 30D | -5.0% | -21.3% | +16.3% | -5.0% |
| 3M | -5.8% | -37.9% | +32.1% | -5.6% |
| 6M | -7.9% | +12.3% | -20.2% | -8.1% |
| YTD | +2.4% | +39.7% | -37.3% | +1.9% |
| 1Y | -2.3% | +25.7% | -27.9% | -2.8% |
| 3Y | +41.9% | +230.8% | -189.0% | +27.8% |
| All | +41.9% | +241.5% | -199.6% | +27.8% |
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