-29.7%
RIG vs URA
+116.4%
-146.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.5% |
| 7D | -8.2% | +5.7% | -13.9% | -9.7% |
| 30D | -0.2% | +5.6% | -5.8% | -2.1% |
| 3M | -2.7% | +6.2% | -8.9% | -5.5% |
| 6M | -7.5% | -8.2% | +0.8% | -7.4% |
| YTD | +38.3% | +9.7% | +28.6% | +27.7% |
| 1Y | +81.8% | +17.0% | +64.9% | +58.9% |
| All | -29.7% | +116.4% | -146.1% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling