+230.8%
RDW vs SPXU
-79.9%
+310.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -4.6% |
| 7D | +0.9% | +2.5% | -1.6% | +3.1% |
| 30D | -21.3% | +4.2% | -25.5% | -18.0% |
| 3M | -37.9% | -9.3% | -28.6% | -41.6% |
| 6M | +12.3% | -30.7% | +43.0% | -10.6% |
| YTD | +39.7% | -28.1% | +67.9% | +19.1% |
| 1Y | +25.7% | -35.2% | +60.9% | +1.8% |
| 3Y | +230.8% | -79.9% | +310.8% | +80.8% |
| All | +230.8% | -79.9% | +310.8% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling