+289.1%
RIO vs URA
-31.1%
+320.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | 0.0% | +1.1% | -1.1% | -0.6% |
| 30D | +4.0% | +7.4% | -3.4% | +0.3% |
| 3M | +0.1% | -8.4% | +8.5% | +3.3% |
| 6M | +12.7% | -12.7% | +25.4% | +18.0% |
| YTD | +35.6% | +7.8% | +27.8% | +27.2% |
| 1Y | +73.7% | +19.5% | +54.2% | +51.6% |
| 3Y | +93.3% | +116.4% | -23.1% | +16.3% |
| 5Y | +92.4% | +134.3% | -41.9% | +0.8% |
| 10Y | +606.9% | +359.3% | +247.7% | +123.8% |
| All | +289.1% | -31.1% | +320.2% | +223.4% |
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