+7.4%
ROK vs URA
-29.3%
+36.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.1% |
| 3M | -9.4% | -29.6% | +20.3% | -1.1% |
| 6M | -11.0% | -40.3% | +29.3% | +1.1% |
| YTD | +4.4% | -25.5% | +29.9% | +8.5% |
| 1Y | +7.4% | -26.4% | +33.8% | +11.8% |
| All | +7.4% | -29.3% | +36.7% | +11.8% |
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