+33.4%
UBER vs RIG
-16.1%
+49.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.5% |
| 7D | +1.6% | +5.7% | -4.1% | +1.1% |
| 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% | -5.8% |
| YTD | -14.7% | +34.1% | -48.9% | -19.4% |
| 1Y | -24.1% | +38.2% | -62.2% | -28.5% |
| 3Y | +33.4% | -15.3% | +48.7% | +22.5% |
| All | +33.4% | -16.1% | +49.5% | +22.5% |
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