+28.3%
RDW vs SPXU
-40.4%
+68.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +3.2% |
| 7D | -3.1% | -0.1% | -3.0% | -3.2% |
| 30D | -1.8% | +0.8% | -2.6% | -0.2% |
| 3M | -50.9% | -4.7% | -46.2% | -50.9% |
| 6M | +13.5% | -29.6% | +43.1% | -13.9% |
| YTD | +38.6% | -29.9% | +68.4% | +9.0% |
| 1Y | +28.3% | -39.1% | +67.3% | +3.7% |
| All | +28.3% | -40.4% | +68.6% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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