+25.7%
RDW vs IDXX
-20.8%
+46.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +0.9% | -5.7% | +6.6% | +1.6% |
| 30D | -21.3% | -11.5% | -9.7% | -19.9% |
| 3M | -37.9% | -9.5% | -28.3% | -37.3% |
| 6M | +12.3% | -16.0% | +28.2% | +16.4% |
| YTD | +39.7% | -25.4% | +65.1% | +51.6% |
| 1Y | +25.7% | -21.8% | +47.5% | +41.4% |
| All | +25.7% | -20.8% | +46.5% | +41.4% |
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