+47.9%
XLB vs RDW
+1.6%
+46.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | -3.5% | +4.8% | -8.4% | -3.8% |
| 30D | -4.7% | -19.5% | +14.9% | -3.5% |
| 3M | +2.7% | -26.9% | +29.6% | +4.0% |
| 6M | +2.6% | +17.8% | -15.2% | -0.6% |
| YTD | +12.8% | +43.0% | -30.2% | +6.7% |
| 1Y | +14.0% | +32.1% | -18.1% | +7.4% |
| 3Y | +31.5% | +250.6% | -219.2% | +8.4% |
| 5Y | +33.4% | -6.6% | +40.0% | +11.7% |
| All | +47.9% | +1.6% | +46.3% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling