-41.9%
RIG vs URI
+1,196.9%
-1,238.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.8% |
| 7D | -8.2% | +5.0% | -13.2% | -11.2% |
| 30D | -0.2% | -9.4% | +9.2% | +6.0% |
| 3M | -2.7% | -5.8% | +3.1% | -0.9% |
| 6M | -7.5% | +25.8% | -33.3% | -26.1% |
| YTD | +38.3% | +27.9% | +10.4% | +7.5% |
| 1Y | +81.8% | +9.7% | +72.1% | +55.5% |
| 3Y | -30.2% | +128.0% | -158.2% | -67.0% |
| 5Y | +59.9% | +212.4% | -152.5% | -43.6% |
| 10Y | -41.9% | +1,271.8% | -1,313.7% | -92.3% |
| All | -41.9% | +1,196.9% | -1,238.8% | -92.3% |
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