+25.0%
ROK vs URA
-32.2%
+57.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | 0.0% | -10.5% | +10.5% | +2.9% |
| 30D | -2.5% | -18.6% | +16.2% | +2.7% |
| 3M | 0.0% | -23.0% | +23.0% | +6.3% |
| 6M | +11.6% | -40.3% | +51.9% | +26.3% |
| YTD | +15.2% | -23.5% | +38.7% | +19.5% |
| 1Y | +25.0% | -31.1% | +56.1% | +33.1% |
| All | +25.0% | -32.2% | +57.2% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling