+62.3%
USB vs RDW
-1.6%
+63.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +1.4% | -3.1% | +4.6% | +1.7% |
| 30D | -1.3% | -1.8% | +0.5% | -1.3% |
| 3M | +15.2% | -50.9% | +66.1% | +20.7% |
| 6M | +18.8% | +13.5% | +5.4% | +13.9% |
| YTD | +21.0% | +38.6% | -17.5% | +12.3% |
| 1Y | +34.0% | +28.3% | +5.8% | +23.6% |
| 3Y | +95.3% | +217.2% | -121.9% | +51.7% |
| 5Y | +40.4% | -14.0% | +54.3% | +12.3% |
| All | +62.3% | -1.6% | +63.9% | +26.0% |
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 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