+2.0%
RDW vs URI
+297.1%
-295.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.9% | -2.1% | +2.9% | +2.0% |
| 30D | -21.3% | -12.4% | -8.9% | -14.6% |
| 3M | -37.9% | -7.3% | -30.6% | -35.2% |
| 6M | +12.3% | +27.2% | -14.9% | -8.5% |
| YTD | +39.7% | +23.0% | +16.8% | +15.3% |
| 1Y | +25.7% | +3.9% | +21.8% | +17.1% |
| 3Y | +230.8% | +121.6% | +109.2% | +90.1% |
| 5Y | -8.8% | +201.1% | -209.8% | -56.9% |
| All | +2.0% | +297.1% | -295.0% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling