+217.2%
ROL vs URA
+277.9%
-60.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | 0.0% |
| 7D | +0.8% | +2.9% | -2.1% | +0.4% |
| 30D | +20.6% | -10.8% | +31.4% | +21.9% |
| 3M | +4.5% | -25.5% | +30.0% | +7.7% |
| 6M | -26.5% | -41.2% | +14.7% | -22.3% |
| YTD | -34.8% | -21.3% | -13.6% | -34.4% |
| 1Y | -33.2% | -25.7% | -7.5% | -32.3% |
| 3Y | +4.5% | +43.1% | -38.6% | -8.1% |
| 5Y | +15.5% | +35.6% | -20.0% | -0.2% |
| 10Y | +217.2% | +281.3% | -64.1% | +100.2% |
| All | +217.2% | +277.9% | -60.7% | +100.2% |
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