-47.9%
RIG vs ALLE
+211.7%
-259.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.4% |
| 7D | +5.7% | +3.6% | +2.2% | +3.0% |
| 30D | -0.7% | +25.9% | -26.6% | -17.3% |
| 3M | -3.1% | +15.8% | -18.9% | -14.5% |
| 6M | -16.3% | +48.1% | -64.4% | -40.6% |
| YTD | +34.1% | +22.0% | +12.2% | +9.9% |
| 1Y | +38.2% | +18.0% | +20.1% | +16.1% |
| 3Y | -15.3% | +93.1% | -108.4% | -54.3% |
| 5Y | +62.5% | +52.1% | +10.4% | +3.5% |
| All | -47.9% | +211.7% | -259.6% | -78.1% |
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