+619.2%
RIO vs URA
+369.2%
+249.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.4% |
| 7D | +1.0% | +5.7% | -4.8% | -1.2% |
| 30D | +4.0% | +5.6% | -1.6% | +1.6% |
| 3M | +4.5% | +6.2% | -1.7% | +1.5% |
| 6M | +17.3% | -8.2% | +25.6% | +19.8% |
| YTD | +36.2% | +9.7% | +26.5% | +28.9% |
| 1Y | +76.1% | +17.0% | +59.2% | +59.7% |
| 3Y | +102.5% | +118.5% | -15.9% | +33.4% |
| 5Y | +103.5% | +134.3% | -30.8% | +20.8% |
| 10Y | +619.2% | +377.5% | +241.7% | +186.2% |
| All | +619.2% | +369.2% | +249.9% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling