+11.1%
RDW vs URA
-32.2%
+43.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.9% | -3.5% |
| 7D | -14.3% | -10.5% | -3.8% | -0.6% |
| 30D | -26.0% | -18.6% | -7.3% | -2.8% |
| 3M | -27.4% | -23.0% | -4.3% | +1.2% |
| 6M | -10.6% | -40.3% | +29.6% | +76.6% |
| YTD | +1.6% | -23.5% | +25.1% | +38.8% |
| 1Y | +11.1% | -31.1% | +42.2% | +73.2% |
| All | +11.1% | -32.2% | +43.2% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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