+85.2%
SO vs RDW
0.0%
+85.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | -0.7% |
| 7D | 0.0% | +3.6% | -3.5% | 0.0% |
| 30D | -2.5% | -18.4% | +16.0% | -2.5% |
| 3M | -4.2% | -32.1% | +27.9% | -4.1% |
| 6M | -7.7% | +10.9% | -18.5% | -7.7% |
| YTD | +3.8% | +40.8% | -37.0% | +3.5% |
| 1Y | +0.1% | +31.1% | -31.1% | -0.3% |
| 3Y | +44.2% | +245.2% | -201.0% | +41.2% |
| 5Y | +57.9% | -16.7% | +74.6% | +51.3% |
| All | +85.2% | 0.0% | +85.2% | +76.9% |
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