+4.4%
RDW vs NDAQ
+107.7%
-103.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +3.4% |
| 7D | +4.8% | -6.8% | +11.6% | +10.3% |
| 30D | -19.5% | -3.2% | -16.4% | -17.9% |
| 3M | -26.9% | +6.5% | -33.4% | -33.0% |
| 6M | +17.8% | +5.7% | +12.0% | +7.9% |
| YTD | +43.0% | -4.6% | +47.7% | +43.0% |
| 1Y | +32.1% | -1.6% | +33.6% | +27.6% |
| 3Y | +250.6% | +86.4% | +164.2% | +108.9% |
| 5Y | -6.6% | +50.3% | -56.9% | -40.6% |
| All | +4.4% | +107.7% | -103.3% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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