+10.9%
RDW vs USAR
-1.6%
+12.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.4% | -1.3% | -2.5% |
| 7D | +3.6% | -4.4% | +8.0% | +6.7% |
| 30D | -18.4% | -10.4% | -8.0% | -13.2% |
| 3M | -32.1% | -18.4% | -13.7% | -23.0% |
| 6M | +10.9% | -8.8% | +19.7% | +31.4% |
| All | +10.9% | -1.6% | +12.4% | +31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling