+11.1%
RDW vs MKTX
+5.4%
+5.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -14.3% | +0.5% | -14.8% | -14.3% |
| 30D | -26.0% | +1.0% | -26.9% | -26.0% |
| 3M | -27.4% | +2.5% | -29.9% | -27.3% |
| 6M | -10.6% | +8.0% | -18.7% | -13.3% |
| YTD | +1.6% | -7.3% | +8.9% | +2.3% |
| 1Y | +11.1% | +4.7% | +6.4% | +6.5% |
| All | +11.1% | +5.4% | +5.7% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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