-89.6%
RIG vs URA
-49.7%
-39.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.6% |
| 7D | -2.6% | +2.9% | -5.4% | -4.4% |
| 30D | -5.2% | -10.8% | +5.6% | +0.9% |
| 3M | -8.6% | -25.5% | +16.9% | +6.5% |
| 6M | -18.9% | -41.2% | +22.3% | +6.3% |
| YTD | +28.6% | -21.3% | +49.8% | +33.4% |
| 1Y | +25.5% | -25.7% | +51.2% | +34.3% |
| 3Y | -20.2% | +43.1% | -63.2% | -51.0% |
| 5Y | +53.9% | +35.6% | +18.3% | -3.9% |
| 10Y | -48.8% | +281.3% | -330.1% | -84.6% |
| All | -89.6% | -49.7% | -39.9% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling