+59.9%
RIG vs ALC
-17.4%
+77.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -8.2% | -5.3% | -2.9% | -6.1% |
| 30D | -0.2% | -7.1% | +6.9% | +2.9% |
| 3M | -2.7% | +0.8% | -3.5% | -3.5% |
| 6M | -7.5% | -16.0% | +8.5% | -1.3% |
| YTD | +38.3% | -12.7% | +51.0% | +44.5% |
| 1Y | +81.8% | -12.8% | +94.7% | +89.6% |
| 3Y | -30.2% | -15.8% | -14.3% | -27.5% |
| 5Y | +59.9% | -16.7% | +76.6% | +57.4% |
| All | +59.9% | -17.4% | +77.4% | +57.4% |
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