+218.5%
RIO vs URA
-50.4%
+268.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | -0.2% |
| 7D | +3.6% | +0.3% | +3.3% | +3.3% |
| 30D | -10.8% | -14.8% | +4.0% | -4.3% |
| 3M | -15.2% | -25.3% | +10.1% | -3.8% |
| 6M | -18.0% | -39.9% | +21.9% | +1.9% |
| YTD | +11.0% | -22.4% | +33.4% | +20.5% |
| 1Y | +26.4% | -29.0% | +55.3% | +41.8% |
| 3Y | +54.4% | +41.0% | +13.4% | +13.8% |
| 5Y | +98.1% | +38.3% | +59.7% | +38.2% |
| 10Y | +358.5% | +276.1% | +82.5% | +54.9% |
| All | +218.5% | -50.4% | +268.9% | +206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling