+82.2%
UBER vs RIG
-22.8%
+105.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.6% | +0.1% |
| 7D | -3.9% | +0.9% | -4.7% | -4.0% |
| 30D | +11.1% | +13.8% | -2.7% | +9.0% |
| 3M | +4.9% | -6.4% | +11.3% | +5.5% |
| 6M | -1.2% | -8.2% | +7.0% | -0.8% |
| YTD | -7.3% | +41.6% | -48.9% | -13.5% |
| 1Y | -17.6% | +88.7% | -106.3% | -26.7% |
| 3Y | +61.1% | -30.9% | +91.9% | +60.0% |
| 5Y | +87.9% | +57.7% | +30.2% | +55.5% |
| All | +82.2% | -22.8% | +105.1% | +38.3% |
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