-50.0%
RIG vs RL
+342.1%
-392.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | +4.3% | +2.4% | +2.0% | +2.8% |
| 30D | -5.8% | +4.6% | -10.4% | -8.8% |
| 3M | -6.7% | -1.1% | -5.5% | -7.5% |
| 6M | -18.7% | +16.5% | -35.2% | -28.5% |
| YTD | +28.8% | +11.4% | +17.4% | +14.4% |
| 1Y | +28.8% | +16.1% | +12.7% | +11.3% |
| 3Y | -20.0% | +252.6% | -272.6% | -66.6% |
| 5Y | +56.0% | +244.9% | -188.9% | -37.5% |
| All | -50.0% | +342.1% | -392.1% | -84.5% |
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