+220.6%
UPS vs RIG
-78.1%
+298.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | -2.0% | -3.1% | +1.1% | -1.6% |
| 30D | -2.0% | -0.5% | -1.4% | -2.0% |
| 3M | -6.2% | -6.0% | -0.3% | -5.8% |
| 6M | +2.8% | -10.1% | +12.9% | +3.2% |
| YTD | +5.9% | +37.3% | -31.4% | +1.5% |
| 1Y | +26.2% | +73.9% | -47.7% | +17.4% |
| 3Y | -26.0% | -30.2% | +4.2% | -26.4% |
| 5Y | -34.3% | +62.5% | -96.7% | -42.7% |
| 10Y | +37.5% | -42.3% | +79.9% | +12.3% |
| All | +220.6% | -78.1% | +298.7% | +214.1% |
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