+2.0%
RDW vs USFR
+20.5%
-18.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -3.0% |
| 7D | +0.9% | +0.1% | +0.7% | -0.3% |
| 30D | -21.3% | +0.4% | -21.6% | -23.6% |
| 3M | -37.9% | +1.0% | -38.9% | -43.4% |
| 6M | +12.3% | +2.0% | +10.3% | -7.4% |
| YTD | +39.7% | +2.8% | +37.0% | +5.1% |
| 1Y | +25.7% | +4.1% | +21.6% | -19.5% |
| 3Y | +230.8% | +14.1% | +216.7% | -20.9% |
| 5Y | -8.8% | +20.6% | -29.3% | -85.9% |
| All | +2.0% | +20.5% | -18.5% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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