+28.4%
XLY vs RDW
-9.1%
+37.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | -1.7% | +0.9% | -2.6% | -1.8% |
| 30D | -4.2% | -21.3% | +17.1% | -2.2% |
| 3M | -2.7% | -37.9% | +35.2% | +0.8% |
| 6M | -0.6% | +12.3% | -12.9% | -4.9% |
| YTD | -5.0% | +39.7% | -44.8% | -12.8% |
| 1Y | -4.1% | +25.7% | -29.8% | -12.3% |
| 3Y | +33.6% | +230.8% | -197.2% | -2.9% |
| All | +28.4% | -9.1% | +37.5% | -2.2% |
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 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