+207.9%
ROL vs URA
+371.9%
-164.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.7% | -2.9% |
| 7D | -3.4% | +8.1% | -11.5% | -4.3% |
| 30D | -6.9% | +5.8% | -12.7% | -7.7% |
| 3M | -24.6% | +3.4% | -28.0% | -25.2% |
| 6M | -39.5% | -2.6% | -36.9% | -39.9% |
| YTD | -41.1% | +11.2% | -52.3% | -42.9% |
| 1Y | -37.9% | +19.8% | -57.8% | -41.1% |
| 3Y | +0.8% | +121.5% | -120.7% | -16.3% |
| 5Y | -4.7% | +134.5% | -139.1% | -24.5% |
| 10Y | +207.9% | +376.7% | -168.8% | +91.8% |
| All | +207.9% | +371.9% | -164.0% | +91.8% |
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