-88.5%
RIG vs URA
-31.1%
-57.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.3% |
| 7D | +0.9% | +1.1% | -0.2% | 0.0% |
| 30D | +13.8% | +7.4% | +6.4% | +7.9% |
| 3M | -6.4% | -8.4% | +2.0% | -3.8% |
| 6M | -8.2% | -12.7% | +4.6% | -6.1% |
| YTD | +41.6% | +7.8% | +33.9% | +23.5% |
| 1Y | +88.7% | +19.5% | +69.3% | +47.1% |
| 3Y | -30.9% | +116.4% | -147.3% | -67.1% |
| 5Y | +57.7% | +134.3% | -76.6% | -31.2% |
| 10Y | -39.3% | +359.3% | -398.5% | -83.5% |
| All | -88.5% | -31.1% | -57.4% | -93.7% |
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