-15.3%
RIG vs RMD
+69.3%
-84.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.9% | +4.1% |
| 7D | +5.7% | +2.1% | +3.6% | +5.3% |
| 30D | -0.7% | +2.1% | -2.8% | -1.6% |
| 3M | -3.1% | +6.2% | -9.4% | -5.0% |
| 6M | -16.3% | +19.4% | -35.7% | -20.9% |
| YTD | +34.1% | +0.5% | +33.6% | +33.5% |
| 1Y | +38.2% | -3.9% | +42.1% | +39.4% |
| 3Y | -15.3% | +72.5% | -87.8% | -21.5% |
| All | -15.3% | +69.3% | -84.6% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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