+373.1%
ROIV vs URA
+27.0%
+346.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.3% | +1.0% | -2.6% |
| 7D | -2.4% | -13.3% | +10.9% | +1.9% |
| 30D | +3.1% | -25.9% | +29.0% | +12.7% |
| 3M | +5.8% | -27.8% | +33.6% | +16.5% |
| 6M | +29.3% | -42.8% | +72.1% | +51.1% |
| YTD | +68.8% | -27.5% | +96.3% | +80.9% |
| 1Y | +81.0% | -35.1% | +116.2% | +99.8% |
| 3Y | +294.6% | +31.1% | +263.5% | +217.6% |
| 5Y | +373.1% | +29.8% | +343.4% | +236.5% |
| All | +373.1% | +27.0% | +346.2% | +236.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling