+136.4%
AUR vs ROIV
+362.8%
-226.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.4% | -1.0% | -2.9% |
| 7D | +7.9% | +9.2% | -1.3% | +3.0% |
| 30D | -18.5% | +19.9% | -38.4% | -26.7% |
| 3M | -36.7% | +10.6% | -47.3% | -41.8% |
| 6M | -39.8% | +36.1% | -75.8% | -52.8% |
| YTD | +13.3% | +84.3% | -71.0% | -29.6% |
| 1Y | +2.8% | +87.6% | -84.7% | -37.5% |
| All | +136.4% | +362.8% | -226.4% | -31.9% |
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