+39.7%
RIG vs ALLE
+18.6%
+21.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.8% | -9.4% | -7.6% |
| 7D | -18.8% | +6.7% | -25.4% | -18.9% |
| 30D | -1.1% | +25.4% | -26.5% | -2.0% |
| 3M | +4.4% | +16.9% | -12.5% | +3.6% |
| 6M | -20.8% | +46.6% | -67.3% | -23.6% |
| YTD | +32.0% | +22.4% | +9.5% | +41.3% |
| 1Y | +39.7% | +17.7% | +22.0% | +55.2% |
| All | +39.7% | +18.6% | +21.2% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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