+65.7%
RIG vs ALK
-26.6%
+92.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.4% | -3.2% |
| 7D | +0.9% | -0.7% | +1.5% | +1.0% |
| 30D | +13.8% | -19.2% | +33.0% | +19.0% |
| 3M | -6.4% | -1.5% | -4.9% | -7.9% |
| 6M | -8.2% | -13.1% | +4.9% | -7.8% |
| YTD | +41.6% | -16.4% | +58.1% | +42.8% |
| 1Y | +88.7% | -33.1% | +121.8% | +103.6% |
| 3Y | -30.9% | +0.6% | -31.5% | -39.8% |
| All | +65.7% | -26.6% | +92.3% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling