-14.8%
EQT vs RDW
+13.6%
-28.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.7% |
| 7D | -2.0% | +0.9% | -2.8% | -2.0% |
| 30D | 0.0% | -21.3% | +21.3% | -0.3% |
| 3M | +5.9% | -37.9% | +43.8% | +5.8% |
| 6M | -14.8% | +12.3% | -27.0% | -16.3% |
| All | -14.8% | +13.6% | -28.4% | -16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling