-94.8%
RIG vs ULTA
+1,575.4%
-1,670.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.3% |
| 7D | -3.1% | -3.1% | 0.0% | -2.3% |
| 30D | -0.5% | +2.8% | -3.3% | -1.5% |
| 3M | -6.0% | +14.8% | -20.7% | -9.9% |
| 6M | -10.1% | -16.2% | +6.1% | -7.5% |
| YTD | +37.3% | -9.6% | +46.9% | +38.4% |
| 1Y | +73.9% | +4.8% | +69.2% | +67.9% |
| 3Y | -30.2% | +30.7% | -60.9% | -38.1% |
| 5Y | +62.5% | +45.9% | +16.6% | +37.7% |
| 10Y | -42.3% | +129.0% | -171.4% | -57.2% |
| All | -94.8% | +1,575.4% | -1,670.3% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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