+12.7%
ROL vs URA
+28.3%
-15.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -1.2% |
| 7D | -1.7% | +4.5% | -6.1% | -2.0% |
| 30D | +18.5% | -13.4% | +32.0% | +19.5% |
| 3M | +4.3% | -28.4% | +32.8% | +6.4% |
| 6M | -27.7% | -40.5% | +12.7% | -25.3% |
| YTD | -35.8% | -24.3% | -11.5% | -35.5% |
| 1Y | -34.1% | -28.8% | -5.3% | -33.5% |
| 3Y | +2.9% | +37.6% | -34.7% | -7.7% |
| 5Y | +12.7% | +30.7% | -18.0% | -0.5% |
| All | +12.7% | +28.3% | -15.6% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling