-46.7%
RIG vs ALK
+982.6%
-1,029.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.6% |
| 7D | -24.5% | +9.0% | -33.5% | -26.3% |
| 30D | -2.8% | -1.6% | -1.1% | -3.1% |
| 3M | +1.6% | -23.2% | +24.7% | +6.5% |
| 6M | -15.9% | -3.9% | -12.0% | -17.7% |
| YTD | +26.9% | -22.6% | +49.5% | +28.3% |
| 1Y | +34.4% | -5.3% | +39.7% | +29.0% |
| 3Y | -21.2% | +18.6% | -39.8% | -30.6% |
| 5Y | +46.4% | -34.4% | +80.8% | +46.5% |
| 10Y | -45.8% | -40.8% | -5.0% | -46.0% |
| All | -46.7% | +982.6% | -1,029.3% | -70.3% |
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 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