+2.8%
RDW vs URA
+252.5%
-249.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -3.7% |
| 7D | +3.6% | +5.7% | -2.1% | -0.7% |
| 30D | -18.4% | +5.6% | -24.0% | -22.1% |
| 3M | -32.1% | +6.2% | -38.3% | -34.2% |
| 6M | +10.9% | -8.2% | +19.1% | +21.6% |
| YTD | +40.8% | +9.7% | +31.1% | +41.2% |
| 1Y | +31.1% | +17.0% | +14.1% | +26.1% |
| 3Y | +245.2% | +118.5% | +126.7% | +133.7% |
| 5Y | -16.7% | +134.3% | -151.1% | -45.2% |
| All | +2.8% | +252.5% | -249.7% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling