+24.7%
RCL vs RIG
+27.3%
-2.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.9% |
| 7D | -0.2% | +4.3% | -4.5% | +0.6% |
| 30D | +14.4% | -5.8% | +20.2% | +13.3% |
| 3M | +5.2% | -6.7% | +11.8% | +4.4% |
| 6M | +26.1% | -18.7% | +44.8% | +24.4% |
| YTD | +17.4% | +28.8% | -11.5% | +12.8% |
| 1Y | +24.7% | +28.8% | -4.1% | +19.7% |
| All | +24.7% | +27.3% | -2.6% | +19.7% |
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