-21.3%
RIG vs URI
+161.0%
-182.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.9% | -8.2% | -4.0% |
| 7D | -17.0% | -4.0% | -13.0% | -15.7% |
| 30D | -6.2% | +6.8% | -13.0% | -8.7% |
| 3M | -1.7% | -2.8% | +1.1% | -1.2% |
| 6M | -19.2% | +20.9% | -40.1% | -26.9% |
| YTD | +25.2% | +40.2% | -15.1% | +1.9% |
| 1Y | +29.9% | +34.1% | -4.2% | +8.2% |
| 3Y | -21.3% | +164.1% | -185.5% | -57.6% |
| All | -21.3% | +161.0% | -182.3% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling