-81.7%
RIG vs RL
+1,366.2%
-1,447.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.9% | -3.6% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | +13.8% | -7.8% | +21.6% | +16.9% |
| 3M | -6.4% | -4.0% | -2.4% | -6.0% |
| 6M | -8.2% | -1.9% | -6.3% | -10.1% |
| YTD | +41.6% | -0.2% | +41.8% | +37.9% |
| 1Y | +88.7% | +10.7% | +78.0% | +76.9% |
| 3Y | -30.9% | +210.8% | -241.6% | -56.7% |
| 5Y | +57.7% | +238.2% | -180.6% | -6.3% |
| 10Y | -39.3% | +313.4% | -352.6% | -65.9% |
| All | -81.7% | +1,366.2% | -1,447.8% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling