+133.8%
UAL vs RDW
+5.0%
+128.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.6% | -9.5% | -3.8% |
| 7D | +3.5% | +9.5% | -6.0% | +2.0% |
| 30D | -16.5% | -17.4% | +0.9% | -14.1% |
| 3M | +2.8% | -39.5% | +42.3% | +8.9% |
| 6M | +17.6% | +31.3% | -13.8% | +7.2% |
| YTD | -3.2% | +47.8% | -51.0% | -15.9% |
| 1Y | +0.4% | +33.8% | -33.4% | -13.2% |
| 3Y | +128.2% | +262.3% | -134.1% | +51.1% |
| 5Y | +137.7% | -5.7% | +143.4% | +69.8% |
| All | +133.8% | +5.0% | +128.9% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling