-9.0%
AUR vs ROIV
+97.8%
-106.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.1% | -10.5% | -6.4% |
| 7D | -19.8% | +3.0% | -22.9% | -20.7% |
| 30D | -29.0% | +6.8% | -35.9% | -30.8% |
| 3M | -43.6% | +10.5% | -54.1% | -46.5% |
| 6M | -36.6% | +34.8% | -71.4% | -45.9% |
| YTD | +6.3% | +76.2% | -69.9% | -21.7% |
| 1Y | -9.0% | +92.4% | -101.4% | -37.2% |
| All | -9.0% | +97.8% | -106.9% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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