-1.7%
RDW vs AUR
-34.8%
+33.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -0.4% | +1.9% | -2.3% | -1.0% |
| 30D | -22.8% | -7.6% | -15.2% | -21.2% |
| 3M | -30.6% | +5.4% | -36.0% | -31.9% |
| 6M | +9.4% | +58.3% | -48.9% | -6.6% |
| YTD | +38.0% | +68.2% | -30.2% | +16.4% |
| 1Y | +20.7% | +13.9% | +6.8% | +14.7% |
| 3Y | +154.6% | +100.6% | +54.0% | +83.8% |
| 5Y | -1.7% | -34.7% | +33.1% | -34.4% |
| All | -1.7% | -34.8% | +33.1% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling