+230.8%
RDW vs RIG
-31.7%
+262.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.6% |
| 7D | +0.9% | -3.1% | +3.9% | +2.1% |
| 30D | -21.3% | -0.5% | -20.7% | -21.4% |
| 3M | -37.9% | -6.0% | -31.9% | -36.9% |
| 6M | +12.3% | -10.1% | +22.4% | +14.9% |
| YTD | +39.7% | +37.3% | +2.4% | +19.2% |
| 1Y | +25.7% | +73.9% | -48.2% | -3.2% |
| 3Y | +230.8% | -30.2% | +261.0% | +249.3% |
| All | +230.8% | -31.7% | +262.5% | +249.3% |
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