+48.3%
XLP vs RDW
-1.6%
+49.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.8% |
| 7D | -1.0% | -3.1% | +2.1% | -1.0% |
| 30D | -0.9% | -1.8% | +0.9% | -0.9% |
| 3M | +3.8% | -50.9% | +54.7% | +4.6% |
| 6M | -1.7% | +13.5% | -15.2% | -2.5% |
| YTD | +10.3% | +38.6% | -28.3% | +8.7% |
| 1Y | +7.8% | +28.3% | -20.5% | +6.2% |
| 3Y | +27.2% | +217.2% | -190.0% | +19.8% |
| 5Y | +32.5% | -14.0% | +46.5% | +26.0% |
| All | +48.3% | -1.6% | +49.9% | +38.7% |
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