+212.8%
RDDT vs RIG
-6.6%
+219.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.8% |
| 7D | +2.1% | -3.1% | +5.2% | +2.7% |
| 30D | +2.8% | -0.5% | +3.3% | +2.9% |
| 3M | -8.9% | -6.0% | -3.0% | -8.3% |
| 6M | +15.1% | -10.1% | +25.2% | +15.5% |
| YTD | -31.4% | +37.3% | -68.7% | -39.1% |
| 1Y | -39.4% | +73.9% | -113.4% | -50.6% |
| All | +212.8% | -6.6% | +219.4% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 3y: compounded portfolio wealth divided by compounded RIG 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…
3y analysis · Full analysis span regression · 6 months rolling