-19.5%
TEAM vs RDW
+1.6%
-21.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -7.8% | +4.8% | -12.6% | -8.5% |
| 30D | +16.5% | -19.5% | +36.1% | +19.9% |
| 3M | +96.2% | -26.9% | +123.1% | +102.3% |
| 6M | +130.2% | +17.8% | +112.4% | +112.6% |
| YTD | +10.7% | +43.0% | -32.3% | -4.8% |
| 1Y | +3.0% | +32.1% | -29.1% | -12.5% |
| 3Y | -13.1% | +250.6% | -263.7% | -48.8% |
| 5Y | -52.7% | -6.6% | -46.1% | -69.0% |
| All | -19.5% | +1.6% | -21.1% | -47.7% |
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