+4.0%
ROL vs URA
+36.0%
-32.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.0% |
| 7D | +9.5% | -4.1% | +13.6% | +9.5% |
| 30D | +22.9% | -19.0% | +41.9% | +22.8% |
| 3M | +3.5% | -25.1% | +28.7% | +3.4% |
| 6M | -29.4% | -44.5% | +15.1% | -29.1% |
| YTD | -36.1% | -24.3% | -11.7% | -36.2% |
| 1Y | -34.4% | -28.1% | -6.2% | -34.5% |
| 3Y | +4.0% | +40.7% | -36.7% | -3.0% |
| All | +4.0% | +36.0% | -32.0% | -3.0% |
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