+230.8%
RDW vs USAR
+53.0%
+177.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.6% |
| 7D | +0.9% | -11.6% | +12.5% | +3.8% |
| 30D | -21.3% | -15.5% | -5.8% | -18.2% |
| 3M | -37.9% | -31.0% | -6.8% | -32.1% |
| 6M | +12.3% | -26.2% | +38.5% | +21.3% |
| YTD | +39.7% | +30.8% | +9.0% | +39.6% |
| 1Y | +25.7% | +7.1% | +18.6% | +29.4% |
| 3Y | +230.8% | +53.0% | +177.8% | +118.3% |
| All | +230.8% | +53.0% | +177.8% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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