+2.0%
RDW vs RRX
+30.6%
-28.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -4.7% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -21.3% | -6.1% | -15.1% | -18.0% |
| 3M | -37.9% | -23.1% | -14.8% | -27.9% |
| 6M | +12.3% | -19.5% | +31.8% | +25.4% |
| YTD | +39.7% | +16.1% | +23.7% | +19.9% |
| 1Y | +25.7% | +12.9% | +12.8% | +9.6% |
| 3Y | +230.8% | +7.9% | +222.9% | +192.2% |
| 5Y | -8.8% | +19.1% | -27.9% | -23.2% |
| All | +2.0% | +30.6% | -28.6% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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