-28.9%
RIG vs UL
+19.9%
-48.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.0% |
| 7D | -4.2% | -4.1% | -0.1% | -4.3% |
| 30D | -0.7% | -1.2% | +0.5% | -0.7% |
| 3M | -4.0% | +6.0% | -10.0% | -4.2% |
| 6M | -6.3% | -5.5% | -0.9% | -4.9% |
| YTD | +39.7% | -3.3% | +43.0% | +42.7% |
| 1Y | +78.1% | -9.8% | +87.9% | +82.1% |
| All | -28.9% | +19.9% | -48.9% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling