+745.9%
ROL vs URA
-31.1%
+777.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | -4.1% | +7.4% | -11.5% | -5.5% |
| 3M | -22.5% | -8.4% | -14.1% | -21.8% |
| 6M | -37.7% | -12.7% | -24.9% | -37.0% |
| YTD | -39.6% | +7.8% | -47.4% | -41.9% |
| 1Y | -36.0% | +19.5% | -55.5% | -40.5% |
| 3Y | -5.1% | +116.4% | -121.6% | -25.6% |
| 5Y | -3.4% | +134.3% | -137.7% | -29.2% |
| 10Y | +215.2% | +359.3% | -144.0% | +76.6% |
| All | +745.9% | -31.1% | +777.0% | +689.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling