+35.6%
UNP vs RIG
+83.2%
-47.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -1.2% | -4.2% | +3.0% | -1.0% |
| 30D | -2.0% | -0.7% | -1.3% | -2.0% |
| 3M | +7.5% | -4.0% | +11.5% | +7.5% |
| 6M | +15.3% | -6.3% | +21.7% | +15.2% |
| YTD | +25.4% | +39.7% | -14.3% | +22.9% |
| 1Y | +35.6% | +78.1% | -42.5% | +33.5% |
| All | +35.6% | +83.2% | -47.6% | +33.5% |
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