+5.8%
RDW vs DGX
+46.2%
-40.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.5% | -8.4% | -4.4% |
| 7D | -14.3% | +4.1% | -18.4% | -13.8% |
| 30D | -26.0% | +10.5% | -36.5% | -24.9% |
| 3M | -27.4% | +9.8% | -37.2% | -26.2% |
| 6M | -10.6% | +34.6% | -45.2% | -5.5% |
| YTD | +1.6% | +49.8% | -48.2% | +8.1% |
| All | +5.8% | +46.2% | -40.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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