+96.5%
STM vs RDW
+9.7%
+86.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.9% | -1.1% | -5.2% |
| 7D | -6.0% | -14.3% | +8.3% | -3.4% |
| 30D | -20.9% | -26.0% | +5.0% | -16.6% |
| 3M | -15.8% | -27.4% | +11.6% | -11.1% |
| 6M | -17.0% | -10.6% | -6.4% | -14.7% |
| YTD | +76.8% | +1.6% | +75.2% | +71.0% |
| 1Y | +96.5% | +11.1% | +85.4% | +87.6% |
| All | +96.5% | +9.7% | +86.8% | +87.6% |
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 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