+11.1%
RDW vs UL
+1.7%
+9.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.3% | -8.2% | -2.4% |
| 7D | -14.3% | +4.7% | -19.0% | -10.9% |
| 30D | -26.0% | +11.6% | -37.6% | -19.4% |
| 3M | -27.4% | +5.3% | -32.7% | -23.6% |
| 6M | -10.6% | +16.0% | -26.7% | +2.5% |
| YTD | +1.6% | +5.0% | -3.4% | +11.3% |
| 1Y | +11.1% | +1.1% | +10.0% | +25.0% |
| All | +11.1% | +1.7% | +9.4% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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