+88.7%
RIG vs RL
+13.6%
+75.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.9% | -3.0% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | +13.8% | -7.8% | +21.6% | +14.8% |
| 3M | -6.4% | -4.0% | -2.4% | -6.7% |
| 6M | -8.2% | -1.9% | -6.3% | -8.4% |
| YTD | +41.6% | -0.2% | +41.8% | +38.3% |
| 1Y | +88.7% | +10.7% | +78.0% | +66.0% |
| All | +88.7% | +13.6% | +75.1% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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