+260.9%
UMC vs RIG
-89.8%
+350.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.3% |
| 7D | +6.6% | -2.7% | +9.3% | +7.0% |
| 30D | +16.6% | +9.5% | +7.1% | +14.3% |
| 3M | +11.0% | -6.6% | +17.7% | +12.0% |
| 6M | +131.3% | -2.9% | +134.2% | +128.9% |
| YTD | +182.5% | +39.5% | +143.0% | +159.2% |
| 1Y | +222.3% | +82.3% | +140.0% | +178.3% |
| 3Y | +253.0% | -29.6% | +282.6% | +249.4% |
| 5Y | +141.8% | +63.2% | +78.7% | +84.6% |
| 10Y | +1,772.2% | -45.0% | +1,817.2% | +1,142.3% |
| All | +260.9% | -89.8% | +350.8% | +130.9% |
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