-49.6%
RIG vs ALLE
+233.6%
-283.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -3.4% |
| 7D | -17.0% | -0.6% | -16.4% | -16.7% |
| 30D | -6.2% | +26.6% | -32.8% | -22.2% |
| 3M | -1.7% | +13.2% | -14.9% | -11.9% |
| 6M | -19.2% | +42.9% | -62.1% | -41.1% |
| YTD | +25.2% | +21.0% | +4.1% | +3.1% |
| 1Y | +29.9% | +15.2% | +14.7% | +11.3% |
| 3Y | -21.3% | +95.6% | -116.9% | -58.0% |
| 5Y | +40.5% | +53.4% | -12.9% | -11.5% |
| 10Y | -49.6% | +221.5% | -271.0% | -78.2% |
| All | -49.6% | +233.6% | -283.2% | -78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling