+259.6%
XLE vs RDW
0.0%
+259.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.6% | +1.0% |
| 7D | +0.3% | +3.6% | -3.3% | +0.2% |
| 30D | +8.5% | -18.4% | +27.0% | +9.3% |
| 3M | +14.6% | -32.1% | +46.7% | +15.9% |
| 6M | +17.6% | +10.9% | +6.7% | +14.8% |
| YTD | +48.1% | +40.8% | +7.3% | +41.7% |
| 1Y | +53.8% | +31.1% | +22.7% | +46.7% |
| 3Y | +56.2% | +245.2% | -188.9% | +34.9% |
| 5Y | +227.7% | -16.7% | +244.5% | +192.5% |
| All | +259.6% | 0.0% | +259.6% | +211.5% |
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