+100.1%
XLF vs RDW
-0.7%
+100.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.8% |
| 7D | -1.5% | +0.9% | -2.3% | -1.5% |
| 30D | -1.2% | -21.3% | +20.1% | +0.2% |
| 3M | +9.2% | -37.9% | +47.0% | +11.6% |
| 6M | +16.3% | +12.3% | +4.1% | +12.7% |
| YTD | +5.4% | +39.7% | -34.3% | -0.6% |
| 1Y | +7.6% | +25.7% | -18.1% | +1.2% |
| 3Y | +74.2% | +230.8% | -156.6% | +43.1% |
| 5Y | +66.1% | -8.8% | +74.9% | +38.2% |
| All | +100.1% | -0.7% | +100.9% | +64.2% |
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 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