-56.5%
AUR vs ROIV
+303.9%
-360.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.4% | -1.0% | -4.0% |
| 7D | +7.9% | +9.2% | -1.3% | +5.1% |
| 30D | -18.5% | +19.9% | -38.4% | -23.2% |
| 3M | -36.7% | +10.6% | -47.3% | -39.4% |
| 6M | -39.8% | +36.1% | -75.8% | -46.6% |
| YTD | +13.3% | +84.3% | -71.0% | -9.0% |
| 1Y | +2.8% | +87.6% | -84.7% | -18.0% |
| 3Y | +139.7% | +353.9% | -214.2% | +47.8% |
| 5Y | -56.5% | +376.1% | -432.6% | -76.7% |
| All | -56.5% | +303.9% | -360.4% | -76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling