-57.9%
AUR vs ROIV
+299.3%
-357.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.9% |
| 7D | -4.5% | +1.7% | -6.2% | -5.0% |
| 30D | -16.6% | +17.6% | -34.2% | -20.9% |
| 3M | -38.5% | +9.0% | -47.4% | -40.8% |
| 6M | -49.9% | +35.3% | -85.2% | -55.5% |
| YTD | +9.6% | +82.2% | -72.5% | -11.6% |
| 1Y | +1.2% | +92.3% | -91.1% | -19.9% |
| 3Y | +128.8% | +336.8% | -208.0% | +42.5% |
| 5Y | -57.9% | +370.6% | -428.5% | -77.4% |
| All | -57.9% | +299.3% | -357.2% | -77.3% |
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