+12.3%
RDW vs BDX
+10.1%
+2.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.0% |
| 7D | +0.9% | -3.2% | +4.0% | -0.3% |
| 30D | -21.3% | -2.5% | -18.7% | -21.8% |
| 3M | -37.9% | +21.4% | -59.3% | -32.1% |
| 6M | +12.3% | +10.4% | +1.8% | +40.4% |
| All | +12.3% | +10.1% | +2.1% | +40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling