+46.4%
ROK vs URA
+131.0%
-84.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.8% |
| 7D | +2.8% | +8.1% | -5.3% | +0.8% |
| 30D | -2.4% | +5.8% | -8.2% | -3.9% |
| 3M | -4.7% | +3.4% | -8.1% | -5.9% |
| 6M | +16.8% | -2.6% | +19.4% | +16.3% |
| YTD | +11.4% | +11.2% | +0.2% | +6.7% |
| 1Y | +26.2% | +19.8% | +6.3% | +17.5% |
| 3Y | +51.9% | +121.5% | -69.6% | +16.7% |
| 5Y | +46.4% | +134.5% | -88.1% | +5.5% |
| All | +46.4% | +131.0% | -84.6% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling