-22.1%
RIG vs RL
+260.1%
-282.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -12.2% | +1.3% | -13.5% | -12.6% |
| 30D | -6.0% | +7.6% | -13.6% | -8.1% |
| 3M | -9.4% | -1.5% | -7.9% | -9.3% |
| 6M | -19.1% | +12.1% | -31.1% | -23.2% |
| YTD | +25.4% | +13.9% | +11.5% | +17.0% |
| 1Y | +23.3% | +20.7% | +2.7% | +11.9% |
| 3Y | -22.1% | +260.6% | -282.7% | -60.8% |
| All | -22.1% | +260.1% | -282.2% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling