+65.3%
RIG vs UL
+18.7%
+46.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.1% |
| 7D | -4.2% | -4.1% | -0.1% | -3.9% |
| 30D | -0.7% | -1.2% | +0.5% | -0.6% |
| 3M | -4.0% | +6.0% | -10.0% | -4.6% |
| 6M | -6.3% | -5.5% | -0.9% | -5.5% |
| YTD | +39.7% | -3.3% | +43.0% | +41.1% |
| 1Y | +78.1% | -9.8% | +87.9% | +81.0% |
| 3Y | -29.5% | +20.1% | -49.6% | -31.8% |
| 5Y | +65.3% | +19.2% | +46.1% | +57.3% |
| All | +65.3% | +18.7% | +46.6% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling