+811.0%
ROL vs URA
-50.4%
+861.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.3% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +20.8% | -14.8% | +35.5% | +23.8% |
| 3M | +3.7% | -25.3% | +29.0% | +8.5% |
| 6M | -27.7% | -39.9% | +12.3% | -21.9% |
| YTD | -34.9% | -22.4% | -12.5% | -34.0% |
| 1Y | -33.3% | -29.0% | -4.3% | -31.4% |
| 3Y | +4.3% | +41.0% | -36.6% | -11.3% |
| 5Y | +15.0% | +38.3% | -23.4% | -5.3% |
| 10Y | +214.7% | +276.1% | -61.4% | +78.8% |
| All | +811.0% | -50.4% | +861.4% | +796.2% |
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