-41.9%
RIG vs ALLE
+146.0%
-187.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | +1.2% |
| 7D | -8.2% | -2.2% | -6.0% | -6.7% |
| 30D | -0.2% | -8.3% | +8.2% | +6.3% |
| 3M | -2.7% | +16.3% | -19.0% | -15.6% |
| 6M | -7.5% | +1.8% | -9.3% | -12.2% |
| YTD | +38.3% | -3.9% | +42.2% | +37.2% |
| 1Y | +81.8% | -10.0% | +91.9% | +89.2% |
| 3Y | -30.2% | +45.8% | -76.0% | -52.7% |
| 5Y | +59.9% | +13.3% | +46.7% | +30.5% |
| 10Y | -41.9% | +155.3% | -197.2% | -69.6% |
| All | -41.9% | +146.0% | -187.9% | -69.6% |
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