+67.6%
UBER vs RIG
-26.9%
+94.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.2% |
| 7D | +1.6% | +5.7% | -4.1% | +0.8% |
| 30D | +0.6% | -0.7% | +1.3% | +0.2% |
| 3M | -8.2% | -3.1% | -5.0% | -8.4% |
| 6M | -6.7% | -16.3% | +9.6% | -5.4% |
| YTD | -14.7% | +34.1% | -48.9% | -20.3% |
| 1Y | -24.1% | +38.2% | -62.2% | -29.3% |
| 3Y | +33.4% | -15.3% | +48.7% | +27.9% |
| 5Y | +54.5% | +62.5% | -8.0% | +27.1% |
| All | +67.6% | -26.9% | +94.6% | +27.4% |
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