+14.3%
XLF vs RDW
+10.6%
+3.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.4% | +3.6% |
| 7D | +5.5% | -14.3% | +19.8% | +5.8% |
| 30D | +9.9% | -26.0% | +35.9% | +10.5% |
| 3M | +2.6% | -27.4% | +30.0% | +3.2% |
| 6M | +15.6% | -10.6% | +26.2% | +13.9% |
| YTD | +9.4% | +1.6% | +7.8% | +5.8% |
| All | +14.3% | +10.6% | +3.7% | +10.2% |
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