+148.7%
XLK vs RDW
-9.1%
+157.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.6% |
| 7D | +0.2% | +0.9% | -0.6% | +0.1% |
| 30D | -0.6% | -21.3% | +20.6% | +1.8% |
| 3M | +2.6% | -37.9% | +40.4% | +6.7% |
| 6M | +34.0% | +12.3% | +21.7% | +28.6% |
| YTD | +30.7% | +39.7% | -9.1% | +20.7% |
| 1Y | +39.2% | +25.7% | +13.5% | +28.1% |
| 3Y | +120.4% | +230.8% | -110.4% | +67.4% |
| All | +148.7% | -9.1% | +157.8% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling