-52.3%
TEAM vs RDW
-9.1%
-43.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | -5.2% | +0.9% | -6.1% | -5.5% |
| 30D | +15.8% | -21.3% | +37.0% | +19.5% |
| 3M | +101.5% | -37.9% | +139.3% | +113.4% |
| 6M | +138.2% | +12.3% | +125.9% | +121.4% |
| YTD | +10.8% | +39.7% | -28.9% | -4.6% |
| 1Y | +1.7% | +25.7% | -24.0% | -13.1% |
| 3Y | -16.0% | +230.8% | -246.9% | -50.5% |
| All | -52.3% | -9.1% | -43.2% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling