+52.7%
ROK vs URA
+36.0%
+16.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -2.4% |
| 7D | -13.8% | -4.1% | -9.7% | -12.9% |
| 30D | -14.9% | -19.0% | +4.1% | -10.6% |
| 3M | -14.7% | -25.1% | +10.5% | -9.0% |
| 6M | -17.7% | -44.5% | +26.8% | -6.3% |
| YTD | -2.5% | -24.3% | +21.9% | +2.4% |
| 1Y | +2.3% | -28.1% | +30.4% | +8.4% |
| 3Y | +52.7% | +40.7% | +12.1% | +30.1% |
| All | +52.7% | +36.0% | +16.8% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling