+63.2%
RIG vs ALLY
-0.2%
+63.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.1% |
| 7D | -2.7% | +1.0% | -3.7% | -3.2% |
| 30D | +9.5% | -3.3% | +12.8% | +11.0% |
| 3M | -6.6% | +0.5% | -7.1% | -7.8% |
| 6M | -2.9% | +12.6% | -15.5% | -10.4% |
| YTD | +39.5% | -4.7% | +44.1% | +39.1% |
| 1Y | +82.3% | +5.2% | +77.0% | +72.2% |
| 3Y | -29.6% | +66.5% | -96.1% | -46.7% |
| 5Y | +63.2% | +0.2% | +62.9% | +45.5% |
| All | +63.2% | -0.2% | +63.4% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling