-1.6%
ROL vs URA
+114.7%
-116.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | -1.4% | +1.1% | -2.5% | -1.4% |
| 30D | -4.1% | +7.4% | -11.5% | -4.1% |
| 3M | -22.5% | -8.4% | -14.1% | -22.3% |
| 6M | -37.7% | -12.7% | -24.9% | -37.5% |
| YTD | -39.6% | +7.8% | -47.4% | -39.7% |
| 1Y | -36.0% | +19.5% | -55.5% | -36.8% |
| All | -1.6% | +114.7% | -116.4% | -8.9% |
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