+3.7%
U vs RDW
+24.9%
-21.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -3.8% | -3.1% | -0.7% | -3.3% |
| 30D | +17.5% | -1.8% | +19.2% | +17.7% |
| 3M | +38.7% | -50.9% | +89.6% | +53.0% |
| 6M | +104.4% | +13.5% | +90.9% | +87.5% |
| YTD | -5.7% | +38.6% | -44.2% | -19.4% |
| 1Y | +3.7% | +28.3% | -24.6% | -12.5% |
| All | +3.7% | +24.9% | -21.2% | -12.5% |
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