+107.8%
XLI vs RDW
-0.7%
+108.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.2% |
| 7D | -1.7% | +0.9% | -2.5% | -1.7% |
| 30D | -7.3% | -21.3% | +14.0% | -5.8% |
| 3M | -1.3% | -37.9% | +36.5% | +1.2% |
| 6M | +2.2% | +12.3% | -10.0% | -1.0% |
| YTD | +11.7% | +39.7% | -28.0% | +5.1% |
| 1Y | +14.3% | +25.7% | -11.4% | +7.3% |
| 3Y | +70.3% | +230.8% | -160.5% | +40.5% |
| 5Y | +82.3% | -8.8% | +91.1% | +52.6% |
| All | +107.8% | -0.7% | +108.6% | +71.2% |
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