-68.1%
XYZ vs RDW
-13.0%
-55.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | -5.2% | +4.8% | -10.0% | -6.2% |
| 30D | 0.0% | -19.5% | +19.5% | +4.2% |
| 3M | +18.7% | -26.9% | +45.6% | +23.4% |
| 6M | +20.5% | +17.8% | +2.8% | +7.9% |
| YTD | +21.5% | +43.0% | -21.5% | -0.2% |
| 1Y | +7.2% | +32.1% | -24.9% | -13.2% |
| 3Y | +49.0% | +250.6% | -201.7% | -30.3% |
| 5Y | -68.1% | -6.6% | -61.5% | -81.5% |
| All | -68.1% | -13.0% | -55.1% | -81.5% |
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