+798.2%
ROK vs URA
-31.1%
+829.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | -3.3% | +7.4% | -10.7% | -5.8% |
| 3M | -5.9% | -8.4% | +2.5% | -3.9% |
| 6M | +13.9% | -12.7% | +26.6% | +17.2% |
| YTD | +12.6% | +7.8% | +4.8% | +6.8% |
| 1Y | +28.6% | +19.5% | +9.1% | +15.8% |
| 3Y | +45.1% | +116.4% | -71.3% | +0.5% |
| 5Y | +45.6% | +134.3% | -88.7% | -8.8% |
| 10Y | +345.0% | +359.3% | -14.2% | +89.1% |
| All | +798.2% | -31.1% | +829.3% | +655.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling