+27.5%
UAL vs RDW
+9.7%
+17.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.9% | +12.9% | +8.5% |
| 7D | +11.9% | -14.3% | +26.2% | +13.6% |
| 30D | +5.2% | -26.0% | +31.2% | +8.5% |
| 3M | -12.7% | -27.4% | +14.7% | -10.0% |
| 6M | +28.5% | -10.6% | +39.2% | +28.5% |
| YTD | +3.5% | +1.6% | +1.9% | -0.9% |
| 1Y | +27.5% | +11.1% | +16.5% | +22.3% |
| All | +27.5% | +9.7% | +17.9% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling