+40.5%
RIG vs URI
+199.0%
-158.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.9% | -8.2% | -4.7% |
| 7D | -17.0% | -4.0% | -13.0% | -15.4% |
| 30D | -6.2% | +6.8% | -13.0% | -9.4% |
| 3M | -1.7% | -2.8% | +1.1% | -1.4% |
| 6M | -19.2% | +20.9% | -40.1% | -28.8% |
| YTD | +25.2% | +40.2% | -15.1% | -2.4% |
| 1Y | +29.9% | +34.1% | -4.2% | +3.8% |
| 3Y | -21.3% | +164.1% | -185.5% | -61.1% |
| 5Y | +40.5% | +199.3% | -158.9% | -38.0% |
| All | +40.5% | +199.0% | -158.5% | -38.0% |
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