+206.7%
UAL vs RIG
-24.1%
+230.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.8% |
| 7D | +8.2% | -24.5% | +32.6% | +10.6% |
| 30D | +2.3% | -2.8% | +5.1% | +2.0% |
| 3M | -12.7% | +1.6% | -14.2% | -13.7% |
| 6M | +12.7% | -15.9% | +28.6% | +13.2% |
| YTD | +0.8% | +26.9% | -26.1% | -7.2% |
| 1Y | +17.8% | +34.4% | -16.6% | +6.9% |
| 3Y | +206.7% | -21.2% | +227.9% | +182.8% |
| All | +206.7% | -24.1% | +230.8% | +182.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling