+23.3%
RIG vs ALLY
-1.7%
+25.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | -0.1% |
| 7D | -12.2% | -0.7% | -11.5% | -12.2% |
| 30D | -6.0% | +1.1% | -7.1% | -5.9% |
| 3M | -9.4% | -13.2% | +3.7% | -10.5% |
| 6M | -19.1% | -13.5% | -5.6% | -19.9% |
| YTD | +25.4% | -14.3% | +39.7% | +25.3% |
| 1Y | +23.3% | -1.1% | +24.5% | +16.9% |
| All | +23.3% | -1.7% | +25.1% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling