-44.5%
TOST vs RDW
-32.5%
-12.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.7% | +7.2% | +4.1% |
| 7D | 0.0% | +7.2% | -7.2% | -1.3% |
| 30D | +16.2% | -10.3% | +26.5% | +16.8% |
| 3M | -1.5% | -41.4% | +39.9% | +5.8% |
| 6M | +55.3% | -32.5% | +87.9% | +54.8% |
| YTD | -2.3% | +1.7% | -4.0% | -16.4% |
| 1Y | -5.5% | +39.0% | -44.6% | -25.5% |
| 3Y | +151.1% | +214.2% | -63.1% | +23.9% |
| 5Y | -27.9% | -31.3% | +3.3% | -52.2% |
| All | -44.5% | -32.5% | -12.0% | -62.9% |
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