-6.1%
RDW vs SU
+348.9%
-355.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +0.9% | +2.2% | -1.4% | 0.0% |
| 30D | -21.3% | +8.4% | -29.7% | -23.7% |
| 3M | -37.9% | +12.1% | -49.9% | -41.1% |
| 6M | +12.3% | +19.7% | -7.4% | +2.1% |
| YTD | +39.7% | +58.4% | -18.7% | +13.2% |
| 1Y | +25.7% | +67.2% | -41.6% | -0.3% |
| 3Y | +230.8% | +125.0% | +105.8% | +134.6% |
| All | -6.1% | +348.9% | -355.0% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling