+233.5%
SPOT vs RDW
+241.5%
-8.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.9% |
| 7D | -3.1% | +0.9% | -3.9% | -3.2% |
| 30D | +7.4% | -21.3% | +28.7% | +9.2% |
| 3M | +8.2% | -37.9% | +46.0% | +11.5% |
| 6M | +2.2% | +12.3% | -10.0% | -1.9% |
| YTD | -9.5% | +39.7% | -49.2% | -16.3% |
| 1Y | -23.8% | +25.7% | -49.5% | -29.9% |
| 3Y | +233.5% | +230.8% | +2.6% | +180.5% |
| All | +233.5% | +241.5% | -8.0% | +180.5% |
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