+29.5%
XLB vs RDW
+9.7%
+19.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.4% | +2.6% |
| 7D | +3.9% | -14.3% | +18.3% | +4.4% |
| 30D | +8.9% | -26.0% | +34.9% | +9.9% |
| 3M | +4.1% | -27.4% | +31.5% | +5.1% |
| 6M | +7.3% | -10.6% | +18.0% | +6.2% |
| YTD | +20.4% | +1.6% | +18.8% | +17.2% |
| 1Y | +29.5% | +11.1% | +18.5% | +26.2% |
| All | +29.5% | +9.7% | +19.9% | +26.2% |
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