-36.1%
AUR vs ROP
-16.6%
-19.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.3% |
| 7D | +0.2% | -8.0% | +8.2% | +6.6% |
| 30D | -8.9% | -2.7% | -6.2% | -7.4% |
| 3M | +4.6% | +16.6% | -12.0% | -11.5% |
| 6M | +44.9% | +10.4% | +34.5% | +27.2% |
| YTD | +64.8% | -12.1% | +76.9% | +81.8% |
| 1Y | +16.4% | -23.6% | +40.0% | +48.8% |
| 3Y | +85.1% | -19.3% | +104.4% | +123.8% |
| 5Y | -36.1% | -15.4% | -20.8% | -21.8% |
| All | -36.1% | -16.6% | -19.5% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 5y: compounded portfolio wealth divided by compounded ROP 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…
5y analysis · Full analysis span regression · 6 months rolling