+32.0%
RCL vs RIG
+43.0%
-11.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -7.6% | +14.0% | +5.0% |
| 7D | +11.7% | -18.8% | +30.5% | +7.9% |
| 30D | +21.1% | -1.1% | +22.2% | +21.0% |
| 3M | +2.9% | +4.4% | -1.5% | +4.0% |
| 6M | +29.8% | -20.8% | +50.6% | +28.7% |
| YTD | +21.4% | +32.0% | -10.5% | +15.1% |
| 1Y | +32.0% | +39.7% | -7.7% | +22.3% |
| All | +32.0% | +43.0% | -11.0% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling