-25.3%
RIG vs ALB
+2,835.3%
-2,860.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | -0.9% |
| 7D | +0.9% | -8.1% | +8.9% | +4.6% |
| 30D | +13.8% | +6.3% | +7.6% | +10.4% |
| 3M | -6.4% | -23.6% | +17.2% | +3.7% |
| 6M | -8.2% | -24.6% | +16.4% | +0.3% |
| YTD | +41.6% | -10.3% | +51.9% | +41.6% |
| 1Y | +88.7% | +61.5% | +27.2% | +41.6% |
| 3Y | -30.9% | -34.0% | +3.1% | -31.1% |
| 5Y | +57.7% | -44.6% | +102.3% | +62.8% |
| 10Y | -39.3% | +76.1% | -115.4% | -62.4% |
| All | -25.3% | +2,835.3% | -2,860.6% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling