+63.2%
RIG vs RL
+241.4%
-178.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -2.7% | +1.9% | -4.6% | -3.5% |
| 30D | +9.5% | -12.2% | +21.7% | +14.9% |
| 3M | -6.6% | -6.6% | 0.0% | -5.3% |
| 6M | -2.9% | +3.2% | -6.0% | -7.5% |
| YTD | +39.5% | -1.3% | +40.8% | +35.5% |
| 1Y | +82.3% | +13.6% | +68.7% | +66.1% |
| 3Y | -29.6% | +210.9% | -240.5% | -61.4% |
| 5Y | +63.2% | +246.9% | -183.7% | -24.8% |
| All | +63.2% | +241.4% | -178.3% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling