+4.4%
RDW vs BAX
-67.1%
+71.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +1.9% |
| 7D | +4.8% | -5.4% | +10.3% | +6.6% |
| 30D | -19.5% | -12.4% | -7.2% | -16.2% |
| 3M | -26.9% | +19.1% | -46.0% | -31.8% |
| 6M | +17.8% | +38.6% | -20.8% | +4.3% |
| YTD | +43.0% | +26.7% | +16.3% | +30.1% |
| 1Y | +32.1% | +1.0% | +31.0% | +27.6% |
| 3Y | +250.6% | -33.9% | +284.5% | +270.8% |
| 5Y | -6.6% | -67.0% | +60.4% | +12.1% |
| All | +4.4% | -67.1% | +71.5% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling