+4,777.0%
ROL vs URI
+7,377.6%
-2,600.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +2.3% |
| 7D | +11.7% | -12.9% | +24.7% | +14.5% |
| 30D | +27.7% | -3.4% | +31.1% | +28.3% |
| 3M | +3.7% | -10.0% | +13.7% | +5.4% |
| 6M | -27.8% | +12.2% | -40.0% | -30.0% |
| YTD | -34.7% | +29.8% | -64.4% | -38.9% |
| 1Y | -34.1% | +24.6% | -58.7% | -38.0% |
| 3Y | +5.9% | +137.6% | -131.7% | -14.0% |
| 5Y | +15.6% | +176.6% | -161.0% | -10.8% |
| 10Y | +226.5% | +1,402.6% | -1,176.1% | +68.4% |
| All | +4,777.0% | +7,377.6% | -2,600.6% | +1,375.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling