+249.6%
ALAB vs RIG
-13.4%
+263.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -1.3% | +15.1% | +14.1% |
| 7D | -5.6% | -17.0% | +11.4% | +0.3% |
| 30D | -36.6% | -6.2% | -30.5% | -35.2% |
| 3M | -35.1% | -1.7% | -33.4% | -35.6% |
| 6M | +8.5% | -19.2% | +27.8% | +13.5% |
| YTD | +30.4% | +25.2% | +5.2% | +9.3% |
| 1Y | +31.0% | +29.9% | +1.1% | +8.5% |
| All | +249.6% | -13.4% | +263.0% | +224.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling