-86.5%
RIG vs ALLY
+98.6%
-185.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.4% |
| 7D | -2.6% | -2.8% | +0.2% | -0.6% |
| 30D | -5.2% | +1.9% | -7.1% | -7.2% |
| 3M | -8.6% | -12.1% | +3.5% | -0.9% |
| 6M | -18.9% | -9.0% | -9.9% | -15.8% |
| YTD | +28.6% | -12.9% | +41.5% | +34.6% |
| 1Y | +25.5% | -0.1% | +25.6% | +18.0% |
| 3Y | -20.2% | +64.6% | -84.7% | -50.9% |
| 5Y | +53.9% | -10.1% | +64.0% | +36.4% |
| 10Y | -48.8% | +176.7% | -225.5% | -80.5% |
| All | -86.5% | +98.6% | -185.1% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling