+222.2%
UMC vs RDW
-0.7%
+223.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.6% |
| 7D | +9.0% | +0.9% | +8.1% | +8.9% |
| 30D | +17.2% | -21.3% | +38.5% | +20.1% |
| 3M | +11.4% | -37.9% | +49.3% | +15.8% |
| 6M | +137.5% | +12.3% | +125.2% | +131.0% |
| YTD | +193.1% | +39.7% | +153.4% | +175.6% |
| 1Y | +240.3% | +25.7% | +214.6% | +219.0% |
| 3Y | +262.2% | +230.8% | +31.4% | +168.3% |
| 5Y | +143.1% | -8.8% | +151.9% | +104.1% |
| All | +222.2% | -0.7% | +223.0% | +152.9% |
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