-40.5%
RIG vs ALK
+1,068.7%
-1,109.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.1% |
| 3M | -6.4% | -1.5% | -4.9% | -7.5% |
| 6M | -8.2% | -13.1% | +4.9% | -8.3% |
| YTD | +41.6% | -16.4% | +58.1% | +42.1% |
| 1Y | +88.7% | -33.1% | +121.8% | +98.3% |
| 3Y | -30.9% | +0.6% | -31.5% | -36.1% |
| 5Y | +57.7% | -26.4% | +84.1% | +55.1% |
| 10Y | -39.3% | -34.2% | -5.1% | -40.2% |
| All | -40.5% | +1,068.7% | -1,109.3% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling