+65.7%
RIG vs ALLE
+17.8%
+47.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.3% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +13.8% | -6.8% | +20.6% | +17.6% |
| 3M | -6.4% | +21.0% | -27.4% | -16.8% |
| 6M | -8.2% | +1.1% | -9.3% | -10.0% |
| YTD | +41.6% | -0.5% | +42.2% | +40.1% |
| 1Y | +88.7% | -7.3% | +96.0% | +93.8% |
| 3Y | -30.9% | +42.3% | -73.1% | -45.7% |
| All | +65.7% | +17.8% | +47.9% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling