-42.2%
RIG vs ALB
+78.3%
-120.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | 0.0% |
| 7D | -3.1% | -6.6% | +3.5% | +0.1% |
| 30D | -0.5% | -8.1% | +7.6% | +3.1% |
| 3M | -6.0% | -25.7% | +19.7% | +7.5% |
| 6M | -10.1% | -29.5% | +19.3% | +2.2% |
| YTD | +37.3% | -16.2% | +53.5% | +40.6% |
| 1Y | +73.9% | +59.2% | +14.7% | +23.2% |
| 3Y | -30.2% | -33.7% | +3.6% | -30.8% |
| 5Y | +62.5% | -48.1% | +110.6% | +71.0% |
| All | -42.2% | +78.3% | -120.5% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling