+25.9%
UBER vs RDW
-0.7%
+26.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | -5.4% | +0.9% | -6.3% | -5.5% |
| 30D | -4.9% | -21.3% | +16.4% | -2.5% |
| 3M | +3.0% | -37.9% | +40.9% | +7.4% |
| 6M | -4.4% | +12.3% | -16.7% | -10.3% |
| YTD | -12.3% | +39.7% | -52.0% | -22.2% |
| 1Y | -24.3% | +25.7% | -50.0% | -33.1% |
| 3Y | +46.4% | +230.8% | -184.4% | -7.0% |
| 5Y | +79.7% | -8.8% | +88.4% | +24.5% |
| All | +25.9% | -0.7% | +26.7% | -14.5% |
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