+19.9%
XBI vs RDW
-9.1%
+29.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | -4.6% | +0.9% | -5.5% | -4.8% |
| 30D | -2.0% | -21.3% | +19.3% | +0.5% |
| 3M | +17.8% | -37.9% | +55.6% | +22.8% |
| 6M | +23.7% | +12.3% | +11.5% | +17.5% |
| YTD | +28.2% | +39.7% | -11.5% | +16.3% |
| 1Y | +64.0% | +25.7% | +38.3% | +47.9% |
| 3Y | +99.4% | +230.8% | -131.4% | +36.0% |
| All | +19.9% | -9.1% | +29.0% | -11.6% |
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