+5.7%
RDW vs AUR
-35.7%
+41.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.8% |
| 7D | +0.9% | +1.4% | -0.6% | +0.4% |
| 30D | -21.3% | -6.4% | -14.9% | -19.9% |
| 3M | -37.9% | +7.7% | -45.6% | -39.5% |
| 6M | +12.3% | +44.5% | -32.2% | -1.5% |
| YTD | +39.7% | +67.4% | -27.7% | +18.0% |
| 1Y | +25.7% | +15.4% | +10.2% | +19.0% |
| 3Y | +230.8% | +94.8% | +136.0% | +140.5% |
| 5Y | -8.8% | -35.1% | +26.4% | -32.8% |
| All | +5.7% | -35.7% | +41.4% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling