+7.9%
RDW vs SUI
-0.4%
+8.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.5% | +8.1% | +7.4% |
| 7D | +9.5% | -3.1% | +12.6% | +11.1% |
| 30D | -17.4% | -2.3% | -15.0% | -16.5% |
| 3M | -39.5% | -2.8% | -36.7% | -39.8% |
| 6M | +31.3% | -12.4% | +43.7% | +38.4% |
| YTD | +47.8% | -3.3% | +51.1% | +48.2% |
| 1Y | +33.8% | -5.8% | +39.7% | +36.0% |
| 3Y | +262.3% | +12.5% | +249.8% | +232.9% |
| 5Y | -5.7% | -32.9% | +27.1% | +0.3% |
| All | +7.9% | -0.4% | +8.2% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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