+6,142.4%
RCL vs RIG
-47.2%
+6,189.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.3% |
| 7D | +5.0% | -17.0% | +22.0% | +9.4% |
| 30D | +19.4% | -6.2% | +25.6% | +20.3% |
| 3M | +5.9% | -1.7% | +7.6% | +4.6% |
| 6M | +23.8% | -19.2% | +43.0% | +26.5% |
| YTD | +22.8% | +25.2% | -2.4% | +10.6% |
| 1Y | +34.3% | +29.9% | +4.4% | +19.5% |
| 3Y | +276.4% | -21.3% | +297.7% | +252.9% |
| 5Y | +281.6% | +40.5% | +241.1% | +181.7% |
| 10Y | +379.0% | -49.6% | +428.6% | +215.5% |
| All | +6,142.4% | -47.2% | +6,189.6% | +4,436.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling