-41.9%
RIG vs ALK
-39.2%
-2.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.4% |
| 7D | -8.2% | -3.0% | -5.2% | -6.9% |
| 30D | -0.2% | -14.6% | +14.4% | +7.1% |
| 3M | -2.7% | -10.6% | +7.8% | -0.9% |
| 6M | -7.5% | -6.7% | -0.8% | -12.0% |
| YTD | +38.3% | -19.8% | +58.0% | +40.1% |
| 1Y | +81.8% | -35.2% | +117.1% | +103.5% |
| 3Y | -30.2% | +1.4% | -31.6% | -46.6% |
| 5Y | +59.9% | -30.7% | +90.6% | +46.6% |
| 10Y | -41.9% | -37.4% | -4.5% | -51.1% |
| All | -41.9% | -39.2% | -2.7% | -51.1% |
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