+2.0%
RDW vs TECK
+270.8%
-268.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.7% |
| 7D | +0.9% | -3.8% | +4.7% | +2.6% |
| 30D | -21.3% | +0.7% | -22.0% | -21.7% |
| 3M | -37.9% | +4.6% | -42.5% | -39.2% |
| 6M | +12.3% | +25.1% | -12.9% | +2.8% |
| YTD | +39.7% | +39.2% | +0.6% | +23.2% |
| 1Y | +25.7% | +60.3% | -34.6% | +4.4% |
| 3Y | +230.8% | +62.9% | +167.9% | +168.5% |
| 5Y | -8.8% | +181.5% | -190.2% | -33.9% |
| All | +2.0% | +270.8% | -268.8% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling