-6.1%
RDW vs UUUU
+79.1%
-85.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -0.1% |
| 7D | +0.9% | -10.5% | +11.4% | +5.7% |
| 30D | -21.3% | -10.5% | -10.8% | -17.9% |
| 3M | -37.9% | -14.1% | -23.7% | -33.3% |
| 6M | +12.3% | -35.5% | +47.7% | +34.8% |
| YTD | +39.7% | -10.9% | +50.7% | +48.7% |
| 1Y | +25.7% | +3.4% | +22.3% | +20.6% |
| 3Y | +230.8% | +73.1% | +157.7% | +129.8% |
| All | -6.1% | +79.1% | -85.2% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 5y: compounded portfolio wealth divided by compounded UUUU 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…
5y analysis · Full analysis span regression · 6 months rolling