+11.1%
RDW vs RIG
+43.0%
-32.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.6% | +2.7% | -2.3% |
| 7D | -14.3% | -18.8% | +4.5% | -8.2% |
| 30D | -26.0% | -1.1% | -24.9% | -26.2% |
| 3M | -27.4% | +4.4% | -31.8% | -30.1% |
| 6M | -10.6% | -20.8% | +10.1% | -4.4% |
| YTD | +1.6% | +32.0% | -30.4% | -22.0% |
| 1Y | +11.1% | +39.7% | -28.7% | -19.8% |
| All | +11.1% | +43.0% | -32.0% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling