+210.7%
ROL vs URI
+1,171.2%
-960.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -1.4% | -2.0% | +0.5% | -1.1% |
| 30D | -4.1% | -12.9% | +8.9% | -2.0% |
| 3M | -22.5% | -6.7% | -15.8% | -22.1% |
| 6M | -37.7% | +19.0% | -56.7% | -40.1% |
| YTD | -39.6% | +25.5% | -65.1% | -42.7% |
| 1Y | -36.0% | +5.5% | -41.6% | -37.7% |
| 3Y | -5.1% | +111.3% | -116.5% | -20.2% |
| 5Y | -3.4% | +198.6% | -201.9% | -25.6% |
| All | +210.7% | +1,171.2% | -960.6% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling