+144.3%
SLB vs RDW
-0.7%
+145.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | -2.5% | +0.9% | -3.4% | -2.6% |
| 30D | +7.1% | -21.3% | +28.4% | +8.9% |
| 3M | +0.6% | -37.9% | +38.5% | +3.5% |
| 6M | +17.6% | +12.3% | +5.3% | +13.4% |
| YTD | +48.5% | +39.7% | +8.7% | +39.1% |
| 1Y | +59.4% | +25.7% | +33.7% | +49.1% |
| 3Y | -0.4% | +230.8% | -231.2% | -18.4% |
| 5Y | +133.8% | -8.8% | +142.5% | +95.5% |
| All | +144.3% | -0.7% | +145.1% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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