+59.9%
RIG vs ALM
+958.0%
-898.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | -0.7% |
| 7D | -8.2% | +3.6% | -11.8% | -8.3% |
| 30D | -0.2% | +33.8% | -34.0% | -1.3% |
| 3M | -2.7% | +14.8% | -17.5% | -3.5% |
| 6M | -7.5% | -7.0% | -0.5% | -8.1% |
| YTD | +38.3% | +108.1% | -69.8% | +32.9% |
| 1Y | +81.8% | +313.8% | -231.9% | +69.9% |
| 3Y | -30.2% | +2,227.6% | -2,257.8% | -42.7% |
| 5Y | +59.9% | +956.6% | -896.7% | +36.9% |
| All | +59.9% | +958.0% | -898.1% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling