+2.0%
RDW vs BDX
-2.4%
+4.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | +0.9% | -3.2% | +4.0% | +1.3% |
| 30D | -21.3% | -2.5% | -18.7% | -21.0% |
| 3M | -37.9% | +21.4% | -59.3% | -40.1% |
| 6M | +12.3% | +10.4% | +1.8% | +10.3% |
| YTD | +39.7% | +18.8% | +20.9% | +34.5% |
| 1Y | +25.7% | +21.7% | +4.0% | +20.4% |
| 3Y | +230.8% | -10.0% | +240.8% | +245.8% |
| 5Y | -8.8% | -1.8% | -7.0% | -7.3% |
| All | +2.0% | -2.4% | +4.4% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling