+2.0%
RDW vs UUUU
+218.2%
-216.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -0.5% |
| 7D | +0.9% | -10.5% | +11.4% | +5.0% |
| 30D | -21.3% | -10.5% | -10.8% | -18.4% |
| 3M | -37.9% | -14.1% | -23.7% | -33.9% |
| 6M | +12.3% | -35.5% | +47.7% | +31.3% |
| YTD | +39.7% | -10.9% | +50.7% | +48.6% |
| 1Y | +25.7% | +3.4% | +22.3% | +23.6% |
| 3Y | +230.8% | +73.1% | +157.7% | +154.3% |
| 5Y | -8.8% | +87.1% | -95.9% | -33.4% |
| All | +2.0% | +218.2% | -216.2% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling