+17.8%
RDW vs Q
+8.8%
+9.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.9% |
| 7D | +4.8% | +4.1% | +0.7% | +1.6% |
| 30D | -19.5% | -10.7% | -8.8% | -12.7% |
| 3M | -26.9% | -11.7% | -15.2% | -22.1% |
| 6M | +17.8% | +8.3% | +9.4% | +17.7% |
| All | +17.8% | +8.8% | +9.0% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 6mo: compounded portfolio wealth divided by compounded Q 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…
6mo analysis · Full analysis span regression · 6 months rolling