+16.0%
ROL vs URI
+203.0%
-187.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.8% | +2.7% |
| 7D | +3.0% | +6.7% | -3.7% | +2.1% |
| 30D | +19.8% | +8.9% | +10.9% | +18.3% |
| 3M | +7.9% | +0.5% | +7.4% | +7.6% |
| 6M | -25.6% | +20.7% | -46.3% | -28.1% |
| YTD | -34.1% | +40.0% | -74.2% | -38.2% |
| 1Y | -31.4% | +34.4% | -65.8% | -35.3% |
| 3Y | +4.7% | +149.5% | -144.8% | -14.8% |
| All | +16.0% | +203.0% | -187.0% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling