+1,643.4%
STX vs RDW
0.0%
+1,643.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | -1.5% |
| 7D | +9.6% | +3.6% | +6.0% | +9.1% |
| 30D | +10.6% | -18.4% | +29.0% | +13.4% |
| 3M | +4.8% | -32.1% | +36.9% | +8.5% |
| 6M | +137.3% | +10.9% | +126.4% | +128.0% |
| YTD | +222.5% | +40.8% | +181.7% | +196.9% |
| 1Y | +366.2% | +31.1% | +335.1% | +326.3% |
| 3Y | +1,352.9% | +245.2% | +1,107.7% | +1,010.3% |
| 5Y | +1,077.4% | -16.7% | +1,094.2% | +920.2% |
| All | +1,643.4% | 0.0% | +1,643.4% | +1,352.3% |
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