-34.9%
AUR vs ROP
-8.3%
-26.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.5% | +4.8% |
| 7D | +19.2% | -5.4% | +24.6% | +24.2% |
| 30D | -7.8% | -1.6% | -6.1% | -7.1% |
| 3M | +4.0% | +18.8% | -14.9% | -12.9% |
| 6M | +45.0% | +8.2% | +36.8% | +31.0% |
| YTD | +69.5% | -10.5% | +80.0% | +83.8% |
| 1Y | +13.0% | -23.7% | +36.8% | +44.5% |
| 3Y | +90.4% | -17.9% | +108.2% | +126.8% |
| 5Y | -34.2% | -15.3% | -18.8% | -24.7% |
| All | -34.9% | -8.3% | -26.6% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling