-47.9%
RIG vs URI
+1,173.3%
-1,221.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +5.0% |
| 7D | +5.7% | +6.7% | -1.0% | +0.8% |
| 30D | -0.7% | +8.9% | -9.6% | -6.8% |
| 3M | -3.1% | +0.5% | -3.7% | -5.3% |
| 6M | -16.3% | +20.7% | -37.0% | -29.5% |
| YTD | +34.1% | +40.0% | -5.9% | -3.8% |
| 1Y | +38.2% | +34.4% | +3.8% | +1.7% |
| 3Y | -15.3% | +149.5% | -164.8% | -63.2% |
| 5Y | +62.5% | +205.6% | -143.1% | -43.1% |
| All | -47.9% | +1,173.3% | -1,221.2% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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