-42.2%
RIG vs URA
+346.2%
-388.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.5% | +0.3% |
| 7D | -3.1% | -5.5% | +2.4% | +0.2% |
| 30D | -0.5% | -3.7% | +3.2% | +0.7% |
| 3M | -6.0% | -2.9% | -3.1% | -6.7% |
| 6M | -10.1% | -15.2% | +5.1% | -6.7% |
| YTD | +37.3% | +1.9% | +35.4% | +22.2% |
| 1Y | +73.9% | +6.9% | +67.0% | +42.3% |
| 3Y | -30.2% | +99.6% | -129.8% | -68.1% |
| 5Y | +62.5% | +101.2% | -38.7% | -30.0% |
| All | -42.2% | +346.2% | -388.4% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling