+28.3%
RDW vs BDX
+27.3%
+1.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +1.4% |
| 7D | -3.1% | -2.5% | -0.6% | -3.3% |
| 30D | -1.8% | +8.3% | -10.0% | -1.1% |
| 3M | -50.9% | +24.4% | -75.3% | -50.0% |
| 6M | +13.5% | +9.2% | +4.3% | +20.5% |
| YTD | +38.6% | +22.7% | +15.8% | +36.5% |
| 1Y | +28.3% | +25.9% | +2.4% | +31.2% |
| All | +28.3% | +27.3% | +1.0% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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