-86.2%
RIG vs ALM
+7,705.7%
-7,792.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.8% |
| 7D | +0.9% | -2.6% | +3.5% | +0.9% |
| 30D | +13.8% | +32.0% | -18.2% | +13.7% |
| 3M | -6.4% | -15.0% | +8.6% | -6.4% |
| 6M | -8.2% | -10.1% | +2.0% | -8.2% |
| YTD | +41.6% | +99.4% | -57.8% | +41.2% |
| 1Y | +88.7% | +316.4% | -227.6% | +87.7% |
| 3Y | -30.9% | +2,022.0% | -2,052.8% | -31.6% |
| 5Y | +57.7% | +941.2% | -883.5% | +56.0% |
| 10Y | -39.3% | +2,950.3% | -2,989.6% | -40.0% |
| All | -86.2% | +7,705.7% | -7,792.0% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling