+2.0%
RDW vs SPXU
-92.2%
+94.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -4.0% |
| 7D | +0.9% | +2.5% | -1.6% | +2.5% |
| 30D | -21.3% | +4.2% | -25.5% | -18.9% |
| 3M | -37.9% | -9.3% | -28.6% | -40.4% |
| 6M | +12.3% | -30.7% | +43.0% | -4.3% |
| YTD | +39.7% | -28.1% | +67.9% | +25.4% |
| 1Y | +25.7% | -35.2% | +60.9% | +8.9% |
| 3Y | +230.8% | -79.9% | +310.8% | +96.0% |
| 5Y | -8.8% | -86.4% | +77.6% | -41.9% |
| All | +2.0% | -92.2% | +94.3% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling