-33.5%
UPS vs RIG
+64.1%
-97.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -3.7% | -8.2% | +4.5% | -2.8% |
| 30D | -3.7% | -0.2% | -3.6% | -3.8% |
| 3M | -6.6% | -2.7% | -3.8% | -6.5% |
| 6M | +2.6% | -7.5% | +10.0% | +2.6% |
| YTD | +4.8% | +38.3% | -33.5% | -0.1% |
| 1Y | +25.3% | +81.8% | -56.6% | +15.0% |
| 3Y | -26.9% | -30.2% | +3.3% | -27.9% |
| 5Y | -33.5% | +59.9% | -93.4% | -43.6% |
| All | -33.5% | +64.1% | -97.6% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling