-41.9%
RIG vs ALLY
+178.1%
-220.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.1% |
| 7D | -8.2% | -1.9% | -6.3% | -7.0% |
| 30D | -0.2% | -4.5% | +4.3% | +2.8% |
| 3M | -2.7% | -2.8% | +0.1% | -2.2% |
| 6M | -7.5% | +10.3% | -17.8% | -17.2% |
| YTD | +38.3% | -5.7% | +44.0% | +37.9% |
| 1Y | +81.8% | +3.9% | +77.9% | +67.0% |
| 3Y | -30.2% | +64.7% | -94.9% | -57.2% |
| 5Y | +59.9% | -2.6% | +62.5% | +35.4% |
| 10Y | -41.9% | +186.0% | -227.9% | -77.3% |
| All | -41.9% | +178.1% | -220.0% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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