+23.3%
RIG vs URI
+30.2%
-6.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | -12.2% | -6.0% | -6.2% | -11.6% |
| 30D | -6.0% | +4.6% | -10.6% | -6.2% |
| 3M | -9.4% | -2.7% | -6.7% | -8.8% |
| 6M | -19.1% | +18.4% | -37.4% | -21.0% |
| YTD | +25.4% | +37.4% | -11.9% | +15.3% |
| 1Y | +23.3% | +30.4% | -7.0% | +18.7% |
| All | +23.3% | +30.2% | -6.8% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling