-16.3%
RIG vs ALB
-54.3%
+38.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.5% | +4.1% |
| 7D | +5.7% | -5.8% | +11.5% | +5.5% |
| 30D | -0.7% | -4.5% | +3.8% | -0.3% |
| 3M | -3.1% | -28.1% | +24.9% | -0.9% |
| 6M | -16.3% | -53.2% | +36.9% | -24.2% |
| All | -16.3% | -54.3% | +38.0% | -24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling