+5.0%
UAL vs RIG
+97.6%
-92.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +2.3% |
| 7D | +0.7% | +0.9% | -0.2% | +0.8% |
| 30D | -16.1% | +13.8% | -29.9% | -15.1% |
| 3M | +6.1% | -6.4% | +12.5% | +6.8% |
| 6M | +10.8% | -8.2% | +19.0% | +10.5% |
| YTD | -0.4% | +41.6% | -42.0% | -4.5% |
| 1Y | +5.0% | +88.7% | -83.7% | -1.7% |
| All | +5.0% | +97.6% | -92.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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