+63.2%
RIG vs URI
+206.8%
-143.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.8% |
| 7D | -2.7% | +2.5% | -5.2% | -4.0% |
| 30D | +9.5% | -12.5% | +22.1% | +16.7% |
| 3M | -6.6% | -6.2% | -0.5% | -5.0% |
| 6M | -2.9% | +25.9% | -28.7% | -18.3% |
| YTD | +39.5% | +26.2% | +13.3% | +15.5% |
| 1Y | +82.3% | +5.5% | +76.8% | +66.5% |
| 3Y | -29.6% | +125.0% | -154.6% | -61.6% |
| 5Y | +63.2% | +210.4% | -147.2% | -32.7% |
| All | +63.2% | +206.8% | -143.7% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling