-70.8%
U vs RDW
-0.7%
-70.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.3% | +6.8% | +5.0% |
| 7D | +5.5% | +0.9% | +4.7% | +5.2% |
| 30D | -1.3% | -21.3% | +20.0% | +4.2% |
| 3M | +64.6% | -37.9% | +102.4% | +80.7% |
| 6M | +119.4% | +12.3% | +107.1% | +96.5% |
| YTD | -0.5% | +39.7% | -40.2% | -19.2% |
| 1Y | +1.3% | +25.7% | -24.4% | -17.9% |
| 3Y | +15.6% | +230.8% | -215.2% | -49.7% |
| 5Y | -67.5% | -8.8% | -58.7% | -84.0% |
| All | -70.8% | -0.7% | -70.0% | -85.3% |
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 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