+56.0%
RIG vs ALC
-9.8%
+65.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +4.3% | -6.2% | +10.5% | +6.8% |
| 30D | -5.8% | +14.0% | -19.9% | -11.4% |
| 3M | -6.7% | -2.4% | -4.3% | -6.5% |
| 6M | -18.7% | +12.6% | -31.3% | -23.7% |
| YTD | +28.8% | -8.4% | +37.2% | +31.0% |
| 1Y | +28.8% | -9.1% | +38.0% | +31.3% |
| 3Y | -20.0% | -0.3% | -19.7% | -24.3% |
| 5Y | +56.0% | -9.9% | +65.9% | +49.7% |
| All | +56.0% | -9.8% | +65.8% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling