+38.4%
USB vs RDW
-9.6%
+47.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | -0.2% |
| 7D | -1.1% | +3.6% | -4.6% | -1.4% |
| 30D | -3.2% | -18.4% | +15.2% | -1.8% |
| 3M | +11.8% | -32.1% | +43.9% | +14.2% |
| 6M | +21.4% | +10.9% | +10.5% | +16.7% |
| YTD | +18.6% | +40.8% | -22.2% | +9.9% |
| 1Y | +30.8% | +31.1% | -0.3% | +20.5% |
| 3Y | +96.5% | +245.2% | -148.6% | +51.8% |
| 5Y | +38.4% | -16.7% | +55.1% | +8.0% |
| All | +38.4% | -9.6% | +47.9% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling