+330.2%
RCL vs RIG
-48.2%
+378.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.0% |
| 7D | -0.2% | +4.3% | -4.5% | -1.2% |
| 30D | +14.4% | -5.8% | +20.2% | +15.1% |
| 3M | +5.2% | -6.7% | +11.8% | +5.3% |
| 6M | +26.1% | -18.7% | +44.8% | +28.8% |
| YTD | +17.4% | +28.8% | -11.5% | +4.6% |
| 1Y | +24.7% | +28.8% | -4.1% | +10.8% |
| 3Y | +250.9% | -20.0% | +270.9% | +227.2% |
| 5Y | +293.8% | +56.0% | +237.8% | +176.3% |
| All | +330.2% | -48.2% | +378.4% | +138.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling