+207.2%
UMC vs RDW
+24.9%
+182.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.0% | +4.4% |
| 7D | +5.0% | -3.1% | +8.1% | +5.4% |
| 30D | +7.7% | -1.8% | +9.4% | +7.4% |
| 3M | +1.7% | -50.9% | +52.5% | +8.9% |
| 6M | +113.9% | +13.5% | +100.5% | +109.5% |
| YTD | +168.9% | +38.6% | +130.3% | +158.6% |
| 1Y | +207.2% | +28.3% | +178.9% | +192.1% |
| All | +207.2% | +24.9% | +182.3% | +192.1% |
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