+39.7%
RIG vs UL
+1.7%
+38.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.3% | -10.9% | -7.1% |
| 7D | -18.8% | +4.7% | -23.4% | -18.1% |
| 30D | -1.1% | +11.6% | -12.7% | +0.3% |
| 3M | +4.4% | +5.3% | -0.9% | +5.3% |
| 6M | -20.8% | +16.0% | -36.8% | -20.2% |
| YTD | +32.0% | +5.0% | +27.0% | +45.7% |
| 1Y | +39.7% | +1.1% | +38.6% | +54.6% |
| All | +39.7% | +1.7% | +38.1% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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