-22.9%
SPOT vs RDW
+24.9%
-47.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.2% |
| 7D | -0.9% | -3.1% | +2.2% | -0.8% |
| 30D | +12.5% | -1.8% | +14.3% | +12.4% |
| 3M | +9.9% | -50.9% | +60.8% | +12.9% |
| 6M | +1.6% | +13.5% | -11.9% | -0.4% |
| YTD | -6.6% | +38.6% | -45.1% | -9.6% |
| 1Y | -22.9% | +28.3% | -51.2% | -26.0% |
| All | -22.9% | +24.9% | -47.8% | -26.0% |
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 · 6 months rolling