-33.2%
UPS vs RIG
+53.0%
-86.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.0% |
| 7D | -1.6% | -2.6% | +0.9% | -1.4% |
| 30D | +17.9% | -5.2% | +23.1% | +18.2% |
| 3M | +9.4% | -8.6% | +18.0% | +10.0% |
| 6M | +16.2% | -18.9% | +35.1% | +17.9% |
| YTD | +18.8% | +28.6% | -9.8% | +13.4% |
| 1Y | +26.1% | +25.5% | +0.6% | +20.6% |
| 3Y | -4.5% | -20.2% | +15.7% | -7.4% |
| 5Y | -33.2% | +53.9% | -87.1% | -43.9% |
| All | -33.2% | +53.0% | -86.2% | -43.9% |
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 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