+11.1%
RDW vs BAX
+46.0%
-35.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.0% | -8.9% | -6.1% |
| 7D | -14.3% | +4.1% | -18.4% | -15.6% |
| 30D | -26.0% | +9.4% | -35.4% | -28.4% |
| 3M | -27.4% | -6.5% | -20.9% | -25.6% |
| 6M | -10.6% | +59.6% | -70.2% | -30.3% |
| YTD | +1.6% | +38.9% | -37.3% | -12.3% |
| 1Y | +11.1% | +48.0% | -36.9% | -4.7% |
| All | +11.1% | +46.0% | -35.0% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling