+4,783.5%
RCL vs RIG
-40.2%
+4,823.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.5% |
| 7D | -5.1% | +0.9% | -6.0% | -5.4% |
| 30D | -19.0% | +13.8% | -32.8% | -21.8% |
| 3M | -9.6% | -6.4% | -3.2% | -9.2% |
| 6M | -6.7% | -8.2% | +1.5% | -7.2% |
| YTD | -3.9% | +41.6% | -45.6% | -14.9% |
| 1Y | -25.1% | +88.7% | -113.8% | -39.0% |
| 3Y | +179.1% | -30.9% | +210.0% | +173.2% |
| 5Y | +243.3% | +57.7% | +185.6% | +147.5% |
| 10Y | +325.8% | -39.3% | +365.0% | +169.3% |
| All | +4,783.5% | -40.2% | +4,823.7% | +3,389.5% |
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