-47.9%
RIG vs ALLY
+174.3%
-222.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.6% |
| 7D | +5.7% | +0.4% | +5.4% | +5.4% |
| 30D | -0.7% | +5.2% | -6.0% | -5.0% |
| 3M | -3.1% | -13.3% | +10.2% | +6.1% |
| 6M | -16.3% | -6.7% | -9.7% | -14.6% |
| YTD | +34.1% | -12.8% | +47.0% | +40.4% |
| 1Y | +38.2% | +0.7% | +37.5% | +29.1% |
| 3Y | -15.3% | +65.2% | -80.5% | -48.5% |
| 5Y | +62.5% | -10.1% | +72.6% | +44.7% |
| All | -47.9% | +174.3% | -222.2% | -79.4% |
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