-56.1%
RIG vs RMD
+35,656.8%
-35,712.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.0% |
| 7D | -2.7% | -4.5% | +1.8% | -1.9% |
| 30D | +9.5% | +4.6% | +4.9% | +8.6% |
| 3M | -6.6% | +14.8% | -21.4% | -9.3% |
| 6M | -2.9% | -12.1% | +9.2% | -1.3% |
| YTD | +39.5% | -7.5% | +46.9% | +40.4% |
| 1Y | +82.3% | -20.1% | +102.3% | +88.3% |
| 3Y | -29.6% | +53.9% | -83.5% | -35.6% |
| 5Y | +63.2% | -22.2% | +85.4% | +65.5% |
| 10Y | -45.0% | +268.2% | -313.2% | -55.6% |
| All | -56.1% | +35,656.8% | -35,712.9% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling