+230.8%
RDW vs DGX
+96.4%
+134.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.4% |
| 7D | +0.9% | -0.9% | +1.7% | +0.9% |
| 30D | -21.3% | -1.2% | -20.1% | -21.2% |
| 3M | -37.9% | +15.8% | -53.6% | -38.5% |
| 6M | +12.3% | +18.2% | -5.9% | +11.1% |
| YTD | +39.7% | +37.2% | +2.5% | +34.5% |
| 1Y | +25.7% | +30.4% | -4.7% | +22.3% |
| 3Y | +230.8% | +96.7% | +134.1% | +179.3% |
| All | +230.8% | +96.4% | +134.4% | +179.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling