-66.0%
XYZ vs RDW
-0.7%
-65.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.6% |
| 7D | -4.3% | +0.9% | -5.1% | -4.6% |
| 30D | +1.2% | -21.3% | +22.5% | +5.9% |
| 3M | +14.6% | -37.9% | +52.5% | +23.4% |
| 6M | +22.6% | +12.3% | +10.3% | +11.0% |
| YTD | +21.7% | +39.7% | -18.0% | +0.7% |
| 1Y | +6.7% | +25.7% | -19.0% | -12.4% |
| 3Y | +46.8% | +230.8% | -184.0% | -28.9% |
| 5Y | -68.0% | -8.8% | -59.3% | -81.8% |
| All | -66.0% | -0.7% | -65.2% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling