-15.2%
RDW vs AUR
-10.8%
-4.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -1.2% | -18.6% | -19.1% |
| 7D | -32.4% | -8.5% | -23.9% | -28.8% |
| 30D | -41.7% | -29.9% | -11.8% | -29.5% |
| 3M | -42.3% | -39.8% | -2.5% | -24.5% |
| 6M | -28.8% | -38.3% | +9.5% | -12.5% |
| YTD | -18.6% | +4.9% | -23.5% | -37.5% |
| 1Y | -15.2% | -9.6% | -5.6% | -25.2% |
| All | -15.2% | -10.8% | -4.4% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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