-85.9%
RIG vs URI
+7,134.6%
-7,220.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.4% |
| 7D | +0.9% | -2.0% | +2.8% | +1.4% |
| 30D | +13.8% | -12.9% | +26.8% | +19.0% |
| 3M | -6.4% | -6.7% | +0.3% | -4.9% |
| 6M | -8.2% | +19.0% | -27.2% | -15.7% |
| YTD | +41.6% | +25.5% | +16.1% | +26.9% |
| 1Y | +88.7% | +5.5% | +83.2% | +78.6% |
| 3Y | -30.9% | +111.3% | -142.2% | -48.7% |
| 5Y | +57.7% | +198.6% | -140.9% | +3.9% |
| 10Y | -39.3% | +1,179.9% | -1,219.2% | -72.7% |
| All | -85.9% | +7,134.6% | -7,220.4% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling