+81.8%
RIG vs ALLE
-11.2%
+93.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | -8.2% | -2.2% | -6.0% | -8.1% |
| 30D | -0.2% | -8.3% | +8.2% | 0.0% |
| 3M | -2.7% | +16.3% | -19.0% | -4.8% |
| 6M | -7.5% | +1.8% | -9.3% | -5.2% |
| YTD | +38.3% | -3.9% | +42.2% | +49.7% |
| 1Y | +81.8% | -10.0% | +91.9% | +92.1% |
| All | +81.8% | -11.2% | +93.0% | +92.1% |
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 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