+186.8%
UAL vs RIG
-16.1%
+202.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.9% | -2.1% |
| 7D | -3.0% | +5.7% | -8.8% | -3.5% |
| 30D | +10.5% | -0.7% | +11.2% | +10.0% |
| 3M | -13.5% | -3.1% | -10.3% | -13.8% |
| 6M | +14.2% | -16.3% | +30.5% | +15.3% |
| YTD | -2.2% | +34.1% | -36.4% | -10.5% |
| 1Y | +12.5% | +38.2% | -25.7% | +2.3% |
| 3Y | +186.8% | -15.3% | +202.1% | +155.8% |
| All | +186.8% | -16.1% | +202.9% | +155.8% |
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