+1,533.6%
STX vs RDW
-0.7%
+1,534.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -3.5% |
| 7D | -2.3% | +0.9% | -3.1% | -2.3% |
| 30D | -5.5% | -21.3% | +15.8% | -2.7% |
| 3M | -4.3% | -37.9% | +33.6% | +0.1% |
| 6M | +115.6% | +12.3% | +103.4% | +107.0% |
| YTD | +202.2% | +39.7% | +162.5% | +178.5% |
| 1Y | +325.3% | +25.7% | +299.6% | +290.6% |
| 3Y | +1,283.9% | +230.8% | +1,053.1% | +962.6% |
| 5Y | +1,048.3% | -8.8% | +1,057.1% | +874.9% |
| All | +1,533.6% | -0.7% | +1,534.4% | +1,262.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling