This is the second Robbe-Grillet movie i watch, first one was "L'immortelle". I think "La belle captive" is slightly better. To be precise, i can't tell for sure this is objectively better, i just liked it more, even though, as it seems, ""L'immortelle"" has a better reputation. Definitely, visually wise, it was superior. However, "La belle captive" seems to me more coherent and accessible. Not that it makes sense - it doesn't. After all, it's Robbe-Grillet. But i could empathize more with the characters and there is something else : The mysteries here are just an excuse. Most important thing is the leading character. Whereas in other mystery movies with no resolution, viewer gets frustrated, in this movie, mysteries are not that important. Leading character's journey is the most important thing here and his reactions to all the weirdness around him.
I know that my review is not helpful at all. In conclusion : If you like art drama/mystery movies, something like a French David Lynch in his most bizarre but not that intriguing, you will like it as well.