+2.0%
RDW vs RIG
+74.5%
-72.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.9% |
| 7D | +0.9% | -3.1% | +3.9% | +1.6% |
| 30D | -21.3% | -0.5% | -20.7% | -21.3% |
| 3M | -37.9% | -6.0% | -31.9% | -37.3% |
| 6M | +12.3% | -10.1% | +22.4% | +14.0% |
| YTD | +39.7% | +37.3% | +2.4% | +29.0% |
| 1Y | +25.7% | +73.9% | -48.2% | +10.2% |
| 3Y | +230.8% | -30.2% | +261.0% | +224.1% |
| 5Y | -8.8% | +62.5% | -71.2% | -22.5% |
| All | +2.0% | +74.5% | -72.4% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling