-66.5%
U vs RDW
-9.1%
-57.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.3% | +6.8% | +5.1% |
| 7D | +5.5% | +0.9% | +4.7% | +5.2% |
| 30D | -1.3% | -21.3% | +20.0% | +4.3% |
| 3M | +64.6% | -37.9% | +102.4% | +81.0% |
| 6M | +119.4% | +12.3% | +107.1% | +95.9% |
| YTD | -0.5% | +39.7% | -40.2% | -19.6% |
| 1Y | +1.3% | +25.7% | -24.4% | -18.4% |
| 3Y | +15.6% | +230.8% | -215.2% | -51.6% |
| All | -66.5% | -9.1% | -57.4% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling