+66.9%
T vs RDW
-0.7%
+67.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.0% |
| 7D | +1.5% | +0.9% | +0.6% | +1.5% |
| 30D | +7.5% | -21.3% | +28.7% | +7.3% |
| 3M | +14.8% | -37.9% | +52.7% | +14.8% |
| 6M | -1.7% | +12.3% | -14.0% | -1.8% |
| YTD | +8.7% | +39.7% | -31.0% | +8.2% |
| 1Y | -7.5% | +25.7% | -33.1% | -7.9% |
| 3Y | +110.2% | +230.8% | -120.6% | +100.7% |
| 5Y | +71.6% | -8.8% | +80.4% | +61.4% |
| All | +66.9% | -0.7% | +67.6% | +55.8% |
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