-35.9%
RIG vs ALC
+17.1%
-53.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +2.5% |
| 7D | -4.2% | -7.7% | +3.5% | -0.1% |
| 30D | -0.7% | -11.7% | +11.0% | +5.9% |
| 3M | -4.0% | +0.7% | -4.7% | -5.0% |
| 6M | -6.3% | -17.1% | +10.7% | +1.5% |
| YTD | +39.7% | -15.1% | +54.9% | +49.2% |
| 1Y | +78.1% | -14.1% | +92.2% | +88.1% |
| 3Y | -29.5% | -18.2% | -11.3% | -25.5% |
| 5Y | +65.3% | -19.2% | +84.5% | +72.4% |
| All | -35.9% | +17.1% | -53.0% | -47.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling