+262.6%
ROK vs URA
+289.1%
-26.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +4.9% |
| 7D | -11.0% | +0.3% | -11.3% | -11.0% |
| 30D | -8.2% | -14.8% | +6.6% | -3.7% |
| 3M | -8.5% | -25.3% | +16.8% | -0.7% |
| 6M | -12.0% | -39.9% | +28.0% | +1.1% |
| YTD | +3.1% | -22.4% | +25.5% | +8.3% |
| 1Y | +2.9% | -29.0% | +31.8% | +10.6% |
| 3Y | +60.7% | +41.0% | +19.7% | +32.7% |
| 5Y | +29.5% | +38.3% | -8.8% | +3.0% |
| 10Y | +262.6% | +276.1% | -13.4% | +67.1% |
| All | +262.6% | +289.1% | -26.4% | +67.1% |
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 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