+337.3%
ROIV vs URA
+36.0%
+301.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.8% | +5.1% |
| 7D | +5.3% | -4.1% | +9.5% | +6.4% |
| 30D | +11.9% | -19.0% | +30.9% | +17.3% |
| 3M | +10.7% | -25.1% | +35.8% | +18.1% |
| 6M | +34.9% | -44.5% | +79.4% | +52.1% |
| YTD | +79.2% | -24.3% | +103.5% | +88.3% |
| 1Y | +89.0% | -28.1% | +117.1% | +100.2% |
| 3Y | +337.3% | +40.7% | +296.7% | +276.3% |
| All | +337.3% | +36.0% | +301.4% | +276.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling