-88.9%
RIG vs ALLE
+327.3%
-416.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.7% | +3.4% |
| 7D | -24.5% | -0.6% | -23.9% | -24.4% |
| 30D | -2.8% | +25.3% | -28.1% | -18.1% |
| 3M | +1.6% | +10.3% | -8.7% | -6.7% |
| 6M | -15.9% | +38.0% | -53.9% | -36.1% |
| YTD | +26.9% | +17.8% | +9.1% | +7.6% |
| 1Y | +34.4% | +13.6% | +20.8% | +17.0% |
| 3Y | -21.2% | +89.2% | -110.4% | -54.9% |
| 5Y | +46.4% | +51.1% | -4.7% | -3.9% |
| 10Y | -45.8% | +228.1% | -273.9% | -77.0% |
| All | -88.9% | +327.3% | -416.2% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling