+311.8%
XOM vs RDW
-0.7%
+312.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.5% |
| 7D | +4.1% | +0.9% | +3.2% | +4.1% |
| 30D | +4.6% | -21.3% | +25.9% | +5.1% |
| 3M | +14.0% | -37.9% | +51.8% | +15.0% |
| 6M | +11.0% | +12.3% | -1.3% | +9.0% |
| YTD | +40.7% | +39.7% | +1.0% | +36.5% |
| 1Y | +52.3% | +25.7% | +26.6% | +47.6% |
| 3Y | +60.5% | +230.8% | -170.4% | +43.3% |
| 5Y | +266.4% | -8.8% | +275.2% | +233.9% |
| All | +311.8% | -0.7% | +312.5% | +263.9% |
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