+33.9%
USB vs RDW
+29.0%
+4.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.0% |
| 7D | +2.6% | +7.2% | -4.6% | +2.3% |
| 30D | +8.4% | -10.3% | +18.7% | +8.6% |
| 3M | -5.5% | -41.4% | +35.9% | -3.9% |
| 6M | +17.7% | -32.5% | +50.3% | +17.8% |
| YTD | +17.6% | +1.7% | +15.8% | +12.7% |
| 1Y | +33.9% | +39.0% | -5.2% | +25.1% |
| All | +33.9% | +29.0% | +4.8% | +25.1% |
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