+20.6%
RDW vs IDXX
-5.1%
+25.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.5% | +0.8% | +15.7% | +16.5% |
| 7D | -14.1% | +22.6% | -36.7% | -12.9% |
| 30D | -29.6% | +33.4% | -63.0% | -29.3% |
| 3M | -39.1% | +14.6% | -53.6% | -37.0% |
| 6M | -25.2% | +16.7% | -41.9% | -22.6% |
| YTD | -5.1% | -0.1% | -5.1% | +11.9% |
| 1Y | +20.6% | -5.3% | +25.9% | +47.0% |
| All | +20.6% | -5.1% | +25.7% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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