+230.8%
RDW vs UL
+20.7%
+210.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.2% |
| 7D | +0.9% | -3.4% | +4.3% | +0.5% |
| 30D | -21.3% | +0.5% | -21.8% | -21.2% |
| 3M | -37.9% | +7.2% | -45.1% | -38.0% |
| 6M | +12.3% | -3.1% | +15.3% | +15.7% |
| YTD | +39.7% | -2.7% | +42.5% | +41.8% |
| 1Y | +25.7% | -10.2% | +35.9% | +31.9% |
| 3Y | +230.8% | +20.3% | +210.6% | +190.0% |
| All | +230.8% | +20.7% | +210.2% | +190.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling