+12.3%
RDW vs UL
-4.2%
+16.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -1.7% |
| 7D | +0.9% | -3.4% | +4.3% | -2.5% |
| 30D | -21.3% | +0.5% | -21.8% | -20.7% |
| 3M | -37.9% | +7.2% | -45.1% | -32.1% |
| 6M | +12.3% | -3.1% | +15.3% | +20.3% |
| All | +12.3% | -4.2% | +16.4% | +20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling