+214.7%
ROL vs URI
+1,189.1%
-974.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | 0.0% |
| 7D | +3.4% | -6.0% | +9.4% | +4.3% |
| 30D | +20.8% | +4.6% | +16.2% | +19.7% |
| 3M | +3.7% | -2.7% | +6.4% | +3.9% |
| 6M | -27.7% | +18.4% | -46.0% | -30.2% |
| YTD | -34.9% | +37.4% | -72.3% | -39.3% |
| 1Y | -33.3% | +30.4% | -63.7% | -37.3% |
| 3Y | +4.3% | +147.9% | -143.6% | -15.0% |
| 5Y | +15.0% | +202.1% | -187.1% | -12.0% |
| 10Y | +214.7% | +1,182.4% | -967.8% | +91.8% |
| All | +214.7% | +1,189.1% | -974.4% | +91.8% |
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