+238.6%
RDW vs URI
+116.5%
+122.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.4% | +4.1% |
| 7D | +4.8% | -0.5% | +5.3% | +5.0% |
| 30D | -19.5% | -13.4% | -6.2% | -11.8% |
| 3M | -26.9% | -6.2% | -20.7% | -24.1% |
| 6M | +17.8% | +28.0% | -10.2% | -5.1% |
| YTD | +43.0% | +23.0% | +20.1% | +16.9% |
| 1Y | +32.1% | +5.5% | +26.5% | +23.0% |
| All | +238.6% | +116.5% | +122.1% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling