-56.5%
TE vs RDW
-0.7%
-55.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.4% |
| 7D | +0.2% | +0.9% | -0.6% | 0.0% |
| 30D | -5.9% | -21.3% | +15.4% | +2.3% |
| 3M | -45.6% | -37.9% | -7.7% | -36.0% |
| 6M | -43.4% | +12.3% | -55.6% | -46.6% |
| YTD | -31.0% | +39.7% | -70.7% | -39.8% |
| 1Y | +145.2% | +25.7% | +119.5% | +114.6% |
| 3Y | -24.1% | +230.8% | -254.9% | -61.3% |
| 5Y | -48.1% | -8.8% | -39.4% | -69.7% |
| All | -56.5% | -0.7% | -55.8% | -74.9% |
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