+38.2%
RIG vs ALM
+19.0%
+19.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.7% | -3.6% | +3.7% |
| 7D | +5.7% | +1.2% | +4.5% | +5.6% |
| 30D | -0.7% | -19.3% | +18.6% | +0.1% |
| 3M | -3.1% | -40.6% | +37.5% | -1.0% |
| 6M | -16.3% | -57.9% | +41.6% | -12.8% |
| YTD | +34.1% | -6.7% | +40.8% | +23.1% |
| 1Y | +38.2% | +20.2% | +18.0% | +23.8% |
| All | +38.2% | +19.0% | +19.2% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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