+284.5%
ROIV vs URA
+181.8%
+102.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.8% | -0.6% | -3.5% |
| 7D | +9.2% | +4.5% | +4.7% | +8.1% |
| 30D | +19.9% | -13.4% | +33.3% | +24.1% |
| 3M | +10.6% | -28.4% | +39.0% | +19.9% |
| 6M | +36.1% | -40.5% | +76.5% | +53.2% |
| YTD | +84.3% | -24.3% | +108.6% | +93.8% |
| 1Y | +87.6% | -28.8% | +116.4% | +99.6% |
| 3Y | +353.9% | +37.6% | +316.3% | +289.5% |
| 5Y | +376.1% | +30.7% | +345.4% | +284.6% |
| All | +284.5% | +181.8% | +102.8% | +201.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling