+115.7%
SPY vs RDW
+1.6%
+114.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -2.0% | +4.8% | -6.8% | -2.3% |
| 30D | -1.7% | -19.5% | +17.9% | -0.2% |
| 3M | +4.7% | -26.9% | +31.6% | +6.2% |
| 6M | +12.5% | +17.8% | -5.3% | +8.6% |
| YTD | +11.7% | +43.0% | -31.3% | +4.9% |
| 1Y | +17.5% | +32.1% | -14.6% | +9.8% |
| 3Y | +76.6% | +250.6% | -174.1% | +42.8% |
| 5Y | +82.0% | -6.6% | +88.6% | +51.1% |
| All | +115.7% | +1.6% | +114.1% | +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