+39.7%
RIG vs ALC
+4.2%
+35.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.8% | -14.5% | -7.2% |
| 7D | -18.8% | +10.7% | -29.5% | -18.5% |
| 30D | -1.1% | +20.2% | -21.3% | -1.1% |
| 3M | +4.4% | +8.9% | -4.5% | +5.0% |
| 6M | -20.8% | +5.7% | -26.5% | -20.1% |
| YTD | +32.0% | -1.4% | +33.4% | +36.0% |
| 1Y | +39.7% | +4.7% | +35.0% | +43.9% |
| All | +39.7% | +4.2% | +35.5% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling