-6.1%
RDW vs TECK
+180.1%
-186.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.7% |
| 7D | +0.9% | -3.8% | +4.7% | +2.8% |
| 30D | -21.3% | +0.7% | -22.0% | -21.8% |
| 3M | -37.9% | +4.6% | -42.5% | -39.5% |
| 6M | +12.3% | +25.1% | -12.9% | +1.3% |
| YTD | +39.7% | +39.2% | +0.6% | +20.7% |
| 1Y | +25.7% | +60.3% | -34.6% | +1.3% |
| 3Y | +230.8% | +62.9% | +167.9% | +158.3% |
| All | -6.1% | +180.1% | -186.2% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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