+11.3%
UAL vs RIG
+27.3%
-16.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.0% |
| 7D | +0.7% | +4.3% | -3.6% | +1.4% |
| 30D | +7.8% | -5.8% | +13.6% | +6.7% |
| 3M | -11.1% | -6.7% | -4.4% | -11.7% |
| 6M | +16.1% | -18.7% | +34.7% | +15.0% |
| YTD | -0.5% | +28.8% | -29.3% | -7.3% |
| 1Y | +11.3% | +28.8% | -17.5% | +4.2% |
| All | +11.3% | +27.3% | -16.0% | +4.2% |
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