+33.6%
USB vs RDW
+34.2%
-0.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.6% | -8.0% | -1.6% |
| 7D | +2.1% | +9.5% | -7.4% | +1.7% |
| 30D | -2.3% | -17.4% | +15.1% | -1.6% |
| 3M | +13.9% | -39.5% | +53.4% | +15.9% |
| 6M | +21.6% | +31.3% | -9.8% | +17.5% |
| YTD | +19.3% | +47.8% | -28.4% | +13.5% |
| 1Y | +33.6% | +33.8% | -0.3% | +29.0% |
| All | +33.6% | +34.2% | -0.6% | +29.0% |
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