-15.2%
RDW vs SU
+74.1%
-89.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -4.1% | -15.7% | -19.6% |
| 7D | -32.4% | -11.0% | -21.4% | -32.5% |
| 30D | -41.7% | +1.2% | -42.9% | -41.2% |
| 3M | -42.3% | +10.6% | -52.9% | -41.4% |
| 6M | -28.8% | +0.5% | -29.2% | -25.2% |
| YTD | -18.6% | +58.9% | -77.5% | -46.3% |
| 1Y | -15.2% | +71.0% | -86.3% | -43.5% |
| All | -15.2% | +74.1% | -89.3% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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