-47.9%
RIG vs ALK
-45.9%
-2.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.8% |
| 7D | +5.7% | -1.2% | +6.9% | +5.9% |
| 30D | -0.7% | +7.7% | -8.4% | -5.8% |
| 3M | -3.1% | -19.0% | +15.8% | +4.0% |
| 6M | -16.3% | -0.2% | -16.1% | -22.7% |
| YTD | +34.1% | -23.5% | +57.6% | +35.7% |
| 1Y | +38.2% | -9.1% | +47.3% | +25.8% |
| 3Y | -15.3% | +12.0% | -27.3% | -41.1% |
| 5Y | +62.5% | -30.9% | +93.3% | +44.5% |
| All | -47.9% | -45.9% | -2.0% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling