-41.5%
RIG vs UL
+1,737.8%
-1,779.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | -2.7% | -1.3% | -1.4% | -2.2% |
| 30D | +9.5% | +0.9% | +8.6% | +9.0% |
| 3M | -6.6% | +14.2% | -20.9% | -12.1% |
| 6M | -2.9% | -3.2% | +0.3% | -3.0% |
| YTD | +39.5% | -0.3% | +39.8% | +37.9% |
| 1Y | +82.3% | -8.8% | +91.0% | +85.9% |
| 3Y | -29.6% | +23.9% | -53.4% | -37.6% |
| 5Y | +63.2% | +21.4% | +41.8% | +42.4% |
| 10Y | -45.0% | +66.7% | -111.6% | -58.1% |
| All | -41.5% | +1,737.8% | -1,779.2% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling