+137.2%
UAL vs RDW
-0.7%
+138.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.5% |
| 7D | -1.4% | +0.9% | -2.3% | -1.6% |
| 30D | -12.2% | -21.3% | +9.0% | -9.1% |
| 3M | -2.5% | -37.9% | +35.4% | +3.2% |
| 6M | +21.1% | +12.3% | +8.8% | +13.2% |
| YTD | -1.8% | +39.7% | -41.5% | -14.0% |
| 1Y | +0.4% | +25.7% | -25.3% | -12.5% |
| 3Y | +130.3% | +230.8% | -100.6% | +54.6% |
| 5Y | +147.7% | -8.8% | +156.4% | +77.0% |
| All | +137.2% | -0.7% | +138.0% | +68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling