+365.7%
ALAB vs RIG
-3.5%
+369.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.4% | -6.5% |
| 7D | +3.2% | -2.7% | +5.9% | +3.9% |
| 30D | -13.6% | +9.5% | -23.1% | -16.7% |
| 3M | -16.6% | -6.6% | -10.0% | -15.5% |
| 6M | +142.3% | -2.9% | +145.2% | +135.9% |
| YTD | +73.6% | +39.5% | +34.2% | +41.4% |
| 1Y | +33.7% | +82.3% | -48.6% | -4.0% |
| All | +365.7% | -3.5% | +369.2% | +319.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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