+115.0%
UMC vs RIG
+43.0%
+72.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.6% | +5.6% | -2.2% |
| 7D | -14.7% | -18.8% | +4.1% | -15.0% |
| 30D | -32.9% | -1.1% | -31.8% | -32.8% |
| 3M | -22.2% | +4.4% | -26.6% | -22.2% |
| 6M | +25.9% | -20.8% | +46.7% | +24.9% |
| YTD | +107.9% | +32.0% | +76.0% | +94.2% |
| 1Y | +115.0% | +39.7% | +75.3% | +98.0% |
| All | +115.0% | +43.0% | +72.0% | +98.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling