-32.2%
RIG vs ALB
+2,138.3%
-2,170.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.0% |
| 7D | -2.6% | +1.1% | -3.6% | -3.2% |
| 30D | -5.2% | -2.6% | -2.6% | -4.9% |
| 3M | -8.6% | -25.6% | +17.0% | +2.2% |
| 6M | -18.9% | -54.0% | +35.1% | +9.8% |
| YTD | +28.6% | -31.6% | +60.1% | +42.6% |
| 1Y | +25.5% | -6.6% | +32.1% | +20.3% |
| 3Y | -20.2% | -14.0% | -6.2% | -29.9% |
| 5Y | +53.9% | -62.5% | +116.4% | +87.5% |
| 10Y | -48.8% | +36.3% | -85.1% | -65.0% |
| All | -32.2% | +2,138.3% | -2,170.5% | -75.5% |
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