-41.8%
RIG vs RL
+307.1%
-348.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | +0.9% |
| 7D | -8.2% | -0.3% | -7.9% | -8.2% |
| 30D | -0.2% | -17.5% | +17.3% | +10.3% |
| 3M | -2.7% | -14.0% | +11.3% | +4.0% |
| 6M | -7.5% | -2.0% | -5.5% | -11.0% |
| YTD | +38.3% | -4.6% | +42.9% | +35.0% |
| 1Y | +81.8% | +9.5% | +72.3% | +63.7% |
| 3Y | -30.2% | +200.5% | -230.7% | -67.8% |
| 5Y | +59.9% | +226.3% | -166.3% | -34.5% |
| All | -41.8% | +307.1% | -348.8% | -79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling