+345.8%
RIO vs URA
+266.3%
+79.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | -0.9% | -1.5% | +0.6% | -0.4% |
| 30D | -9.1% | -10.4% | +1.3% | -5.4% |
| 3M | -13.7% | -29.6% | +16.0% | -1.8% |
| 6M | -24.3% | -40.3% | +15.9% | -8.9% |
| YTD | +8.9% | -25.5% | +34.4% | +19.0% |
| 1Y | +22.7% | -26.4% | +49.1% | +34.0% |
| 3Y | +51.2% | +31.4% | +19.7% | +22.0% |
| 5Y | +88.1% | +28.6% | +59.5% | +46.2% |
| All | +345.8% | +266.3% | +79.6% | +83.4% |
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