+46.6%
XYZ vs RDW
+249.5%
-202.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -5.2% | +4.8% | -10.0% | -5.9% |
| 30D | 0.0% | -19.5% | +19.5% | +2.9% |
| 3M | +18.7% | -26.9% | +45.6% | +22.1% |
| 6M | +20.5% | +17.8% | +2.8% | +11.9% |
| YTD | +21.5% | +43.0% | -21.5% | +6.5% |
| 1Y | +7.2% | +32.1% | -24.9% | -6.7% |
| All | +46.6% | +249.5% | -202.9% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling