-29.6%
RIG vs ALC
-15.5%
-14.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -0.9% |
| 7D | -2.7% | -3.7% | +1.0% | -1.4% |
| 30D | +9.5% | -3.7% | +13.3% | +10.9% |
| 3M | -6.6% | +4.6% | -11.2% | -8.5% |
| 6M | -2.9% | -14.6% | +11.7% | +2.3% |
| YTD | +39.5% | -11.9% | +51.3% | +44.7% |
| 1Y | +82.3% | -13.1% | +95.4% | +89.7% |
| 3Y | -29.6% | -15.0% | -14.6% | -25.8% |
| All | -29.6% | -15.5% | -14.1% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling