+251.3%
UAL vs RIG
-92.4%
+343.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +3.1% |
| 7D | +0.7% | +0.9% | -0.2% | +0.5% |
| 30D | -16.1% | +13.8% | -29.9% | -18.7% |
| 3M | +6.1% | -6.4% | +12.5% | +6.5% |
| 6M | +10.8% | -8.2% | +19.0% | +10.4% |
| YTD | -0.4% | +41.6% | -42.0% | -10.7% |
| 1Y | +5.0% | +88.7% | -83.7% | -12.7% |
| 3Y | +124.0% | -30.9% | +154.9% | +120.9% |
| 5Y | +141.0% | +57.7% | +83.3% | +75.3% |
| 10Y | +118.0% | -39.3% | +157.3% | +34.0% |
| All | +251.3% | -92.4% | +343.7% | +201.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling