-29.6%
RIG vs ALM
+2,327.9%
-2,357.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.8% | -10.4% | -1.8% |
| 7D | -2.7% | +8.4% | -11.1% | -3.0% |
| 30D | +9.5% | +34.8% | -25.3% | +8.4% |
| 3M | -6.6% | +16.2% | -22.9% | -7.4% |
| 6M | -2.9% | +2.1% | -5.0% | -3.8% |
| YTD | +39.5% | +117.0% | -77.6% | +34.2% |
| 1Y | +82.3% | +313.9% | -231.6% | +71.3% |
| 3Y | -29.6% | +2,327.9% | -2,357.5% | -42.7% |
| All | -29.6% | +2,327.9% | -2,357.5% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling