+99.1%
UAL vs RIG
-42.7%
+141.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.5% |
| 7D | +3.5% | -2.7% | +6.2% | +4.0% |
| 30D | -16.5% | +9.5% | -26.0% | -18.3% |
| 3M | +2.8% | -6.6% | +9.4% | +3.3% |
| 6M | +17.6% | -2.9% | +20.4% | +15.5% |
| YTD | -3.2% | +39.5% | -42.7% | -13.1% |
| 1Y | +0.4% | +82.3% | -81.8% | -16.1% |
| 3Y | +128.2% | -29.6% | +157.7% | +124.0% |
| 5Y | +137.7% | +63.2% | +74.6% | +68.9% |
| 10Y | +99.1% | -45.0% | +144.1% | +5.6% |
| All | +99.1% | -42.7% | +141.8% | +5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling