-89.5%
RIG vs URA
-51.6%
-37.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +2.5% |
| 7D | +4.3% | +4.5% | -0.1% | +1.2% |
| 30D | -5.8% | -13.4% | +7.6% | +1.9% |
| 3M | -6.7% | -28.4% | +21.7% | +11.3% |
| 6M | -18.7% | -40.5% | +21.8% | +5.7% |
| YTD | +28.8% | -24.3% | +53.1% | +36.7% |
| 1Y | +28.8% | -28.8% | +57.6% | +41.3% |
| 3Y | -20.0% | +37.6% | -57.6% | -49.8% |
| 5Y | +56.0% | +30.7% | +25.3% | -0.5% |
| 10Y | -48.7% | +266.8% | -315.5% | -84.2% |
| All | -89.5% | -51.6% | -37.9% | -93.0% |
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