+31.4%
XLB vs RDW
+241.5%
-210.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | -2.8% | +0.9% | -3.7% | -2.9% |
| 30D | -3.1% | -21.3% | +18.2% | -2.0% |
| 3M | -0.2% | -37.9% | +37.7% | +1.9% |
| 6M | +3.1% | +12.3% | -9.2% | +0.4% |
| YTD | +13.3% | +39.7% | -26.5% | +7.7% |
| 1Y | +12.0% | +25.7% | -13.6% | +6.4% |
| 3Y | +31.4% | +230.8% | -199.4% | +9.1% |
| All | +31.4% | +241.5% | -210.1% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling