+97.0%
AUR vs ROIV
+230.5%
-133.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.6% |
| 7D | +11.1% | +22.3% | -11.2% | -0.5% |
| 30D | -6.9% | +16.9% | -23.7% | -15.3% |
| 3M | +5.5% | +43.9% | -38.4% | -15.1% |
| 6M | +41.0% | +41.6% | -0.6% | +13.8% |
| YTD | +69.3% | +92.7% | -23.4% | +13.1% |
| 1Y | +14.0% | +210.2% | -196.1% | -44.0% |
| All | +97.0% | +230.5% | -133.5% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling