+263.4%
ROK vs URA
+266.3%
-2.9%
-45.1%
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% | 0.0% |
| 7D | +7.1% | -1.5% | +8.6% | +7.5% |
| 30D | -5.0% | -10.4% | +5.5% | -1.8% |
| 3M | -9.4% | -29.6% | +20.3% | -0.1% |
| 6M | -11.0% | -40.3% | +29.3% | +2.4% |
| YTD | +4.4% | -25.5% | +29.9% | +10.9% |
| 1Y | +7.4% | -26.4% | +33.8% | +14.2% |
| 3Y | +61.0% | +31.4% | +29.5% | +35.8% |
| 5Y | +30.4% | +28.6% | +1.8% | +6.1% |
| All | +263.4% | +266.3% | -2.9% | +66.0% |
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