-65.6%
XYZ vs RDW
+5.0%
-70.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.6% | -9.9% | -4.5% |
| 7D | +2.9% | +9.5% | -6.6% | +0.9% |
| 30D | +1.4% | -17.4% | +18.8% | +5.1% |
| 3M | +14.6% | -39.5% | +54.1% | +23.6% |
| 6M | +20.8% | +31.3% | -10.6% | +5.6% |
| YTD | +23.1% | +47.8% | -24.7% | +0.8% |
| 1Y | +5.6% | +33.8% | -28.2% | -14.3% |
| 3Y | +50.9% | +262.3% | -211.4% | -28.5% |
| 5Y | -68.6% | -5.7% | -62.8% | -82.2% |
| All | -65.6% | +5.0% | -70.5% | -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 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