+262.2%
UMC vs RIG
-31.7%
+293.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.5% |
| 7D | +9.0% | -3.1% | +12.1% | +9.4% |
| 30D | +17.2% | -0.5% | +17.8% | +17.2% |
| 3M | +11.4% | -6.0% | +17.4% | +11.8% |
| 6M | +137.5% | -10.1% | +147.7% | +137.4% |
| YTD | +193.1% | +37.3% | +155.8% | +174.5% |
| 1Y | +240.3% | +73.9% | +166.4% | +206.0% |
| 3Y | +262.2% | -30.2% | +292.4% | +265.3% |
| All | +262.2% | -31.7% | +293.9% | +265.3% |
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 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