-41.2%
RIG vs RL
+308.3%
-349.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | -4.2% | -2.2% | -2.0% | -3.1% |
| 30D | -0.7% | -15.3% | +14.7% | +8.3% |
| 3M | -4.0% | -10.3% | +6.4% | +0.4% |
| 6M | -6.3% | -2.2% | -4.1% | -9.8% |
| YTD | +39.7% | -4.3% | +44.0% | +36.2% |
| 1Y | +78.1% | +8.9% | +69.2% | +60.9% |
| 3Y | -29.5% | +201.4% | -230.9% | -67.5% |
| 5Y | +65.3% | +230.6% | -165.2% | -32.9% |
| All | -41.2% | +308.3% | -349.5% | -79.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling