+7.9%
RDW vs URI
+307.5%
-299.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.3% |
| 7D | +9.5% | +2.5% | +6.9% | +7.8% |
| 30D | -17.4% | -12.5% | -4.8% | -10.1% |
| 3M | -39.5% | -6.2% | -33.3% | -37.2% |
| 6M | +31.3% | +25.9% | +5.5% | +8.3% |
| YTD | +47.8% | +26.2% | +21.6% | +20.2% |
| 1Y | +33.8% | +5.5% | +28.4% | +23.9% |
| 3Y | +262.3% | +125.0% | +137.3% | +106.5% |
| 5Y | -5.7% | +210.4% | -216.1% | -56.1% |
| All | +7.9% | +307.5% | -299.6% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling