-36.6%
AUR vs ROIV
+252.8%
-289.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +8.7% | +0.6% | +8.1% | +8.5% |
| 30D | -5.2% | +1.0% | -6.2% | -5.9% |
| 3M | -7.3% | +18.3% | -25.6% | -12.9% |
| 6M | +41.2% | +18.3% | +22.9% | +32.4% |
| YTD | +65.1% | +61.0% | +4.1% | +39.6% |
| 1Y | +13.4% | +177.9% | -164.5% | -20.0% |
| 3Y | +98.1% | +199.1% | -100.9% | +36.0% |
| 5Y | -36.0% | +250.7% | -286.7% | -63.8% |
| All | -36.6% | +252.8% | -289.4% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling