+76.2%
UBER vs RIG
+64.1%
+12.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.7% |
| 7D | -7.0% | -8.2% | +1.2% | -5.8% |
| 30D | -8.9% | -0.2% | -8.7% | -8.9% |
| 3M | +1.0% | -2.7% | +3.7% | +1.0% |
| 6M | -3.7% | -7.5% | +3.7% | -3.5% |
| YTD | -13.0% | +38.3% | -51.3% | -19.3% |
| 1Y | -25.5% | +81.8% | -107.4% | -34.4% |
| 3Y | +50.5% | -30.2% | +80.7% | +50.2% |
| 5Y | +76.2% | +59.9% | +16.2% | +34.4% |
| All | +76.2% | +64.1% | +12.1% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling