-46.0%
RIG vs ALK
+1,040.7%
-1,086.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.8% |
| 7D | -2.6% | +2.6% | -5.1% | -3.2% |
| 30D | -5.2% | +7.8% | -13.0% | -7.5% |
| 3M | -8.6% | -15.2% | +6.6% | -6.2% |
| 6M | -18.9% | +5.0% | -24.0% | -22.3% |
| YTD | +28.6% | -18.4% | +47.0% | +28.4% |
| 1Y | +25.5% | -2.4% | +27.9% | +19.7% |
| 3Y | -20.2% | +19.8% | -39.9% | -29.8% |
| 5Y | +53.9% | -27.8% | +81.7% | +50.6% |
| 10Y | -48.8% | -42.0% | -6.8% | -49.1% |
| All | -46.0% | +1,040.7% | -1,086.7% | -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