+342.5%
RCL vs RIG
-44.3%
+386.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -2.2% | -8.2% | +6.0% | -0.2% |
| 30D | -15.7% | -0.2% | -15.5% | -15.8% |
| 3M | -8.0% | -2.7% | -5.2% | -8.3% |
| 6M | -10.1% | -7.5% | -2.7% | -10.8% |
| YTD | -5.9% | +38.3% | -44.1% | -16.4% |
| 1Y | -23.5% | +81.8% | -105.3% | -37.4% |
| 3Y | +174.4% | -30.2% | +204.6% | +168.4% |
| 5Y | +227.1% | +59.9% | +167.2% | +130.3% |
| 10Y | +342.5% | -41.9% | +384.4% | +139.8% |
| All | +342.5% | -44.3% | +386.8% | +139.8% |
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