+2.0%
RDW vs DGX
+108.0%
-106.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.6% |
| 7D | +0.9% | -0.9% | +1.7% | +1.0% |
| 30D | -21.3% | -1.2% | -20.1% | -21.1% |
| 3M | -37.9% | +15.8% | -53.6% | -39.7% |
| 6M | +12.3% | +18.2% | -5.9% | +8.4% |
| YTD | +39.7% | +37.2% | +2.5% | +29.6% |
| 1Y | +25.7% | +30.4% | -4.7% | +18.0% |
| 3Y | +230.8% | +96.7% | +134.1% | +171.4% |
| 5Y | -8.8% | +67.2% | -75.9% | -26.7% |
| All | +2.0% | +108.0% | -106.0% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling