+2.0%
RDW vs USHY
+26.2%
-24.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.4% |
| 7D | +0.9% | -0.7% | +1.5% | +3.5% |
| 30D | -21.3% | -0.7% | -20.6% | -19.2% |
| 3M | -37.9% | +0.1% | -37.9% | -37.8% |
| 6M | +12.3% | +1.8% | +10.5% | +7.7% |
| YTD | +39.7% | +1.8% | +38.0% | +35.1% |
| 1Y | +25.7% | +3.3% | +22.4% | +16.2% |
| 3Y | +230.8% | +27.0% | +203.9% | +80.1% |
| 5Y | -8.8% | +21.0% | -29.8% | -39.8% |
| All | +2.0% | +26.2% | -24.2% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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