+57.1%
USB vs RDW
-24.0%
+81.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.1% |
| 30D | +6.4% | -15.1% | +21.6% | +7.3% |
| 3M | -4.5% | -38.0% | +33.6% | -1.5% |
| 6M | +11.4% | -26.6% | +37.9% | +11.0% |
| YTD | +17.1% | +7.0% | +10.1% | +10.2% |
| 1Y | +32.6% | +31.8% | +0.8% | +21.8% |
| 3Y | +101.8% | +233.2% | -131.4% | +55.5% |
| 5Y | +25.1% | -18.6% | +43.7% | -0.2% |
| All | +57.1% | -24.0% | +81.1% | +23.6% |
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