+235.9%
ROIV vs URA
+301.0%
-65.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +0.6% | +1.1% | -0.4% | +0.3% |
| 30D | +1.0% | +7.4% | -6.4% | -0.9% |
| 3M | +18.3% | -8.4% | +26.7% | +20.2% |
| 6M | +18.3% | -12.7% | +31.0% | +20.7% |
| YTD | +61.0% | +7.8% | +53.2% | +55.3% |
| 1Y | +177.9% | +19.5% | +158.4% | +157.7% |
| 3Y | +199.1% | +116.4% | +82.6% | +128.8% |
| 5Y | +250.7% | +134.3% | +116.4% | +161.4% |
| All | +235.9% | +301.0% | -65.2% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling