+14.2%
SPGI vs RDW
+241.5%
-227.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.1% |
| 7D | -7.4% | +0.9% | -8.3% | -7.4% |
| 30D | +0.4% | -21.3% | +21.6% | +1.1% |
| 3M | +5.3% | -37.9% | +43.1% | +6.8% |
| 6M | +1.7% | +12.3% | -10.6% | -0.9% |
| YTD | -16.4% | +39.7% | -56.1% | -20.1% |
| 1Y | -20.5% | +25.7% | -46.2% | -24.2% |
| 3Y | +14.2% | +230.8% | -216.6% | -2.6% |
| All | +14.2% | +241.5% | -227.3% | -2.6% |
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