+83.4%
RIG vs ALK
-36.0%
+119.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.9% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +9.5% | -18.5% | +28.0% | +6.9% |
| 3M | -6.6% | -3.6% | -3.1% | -7.2% |
| 6M | -2.9% | -3.7% | +0.8% | -2.7% |
| YTD | +39.5% | -19.0% | +58.5% | +42.3% |
| All | +83.4% | -36.0% | +119.4% | +89.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling