+193.4%
ROP vs URA
+278.3%
-84.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -3.5% |
| 7D | +2.1% | -4.1% | +6.3% | +2.6% |
| 30D | +32.9% | -19.0% | +51.9% | +36.3% |
| 3M | +20.3% | -25.1% | +45.5% | +24.4% |
| 6M | +36.8% | -44.5% | +81.2% | +47.0% |
| YTD | +8.1% | -24.3% | +32.4% | +8.7% |
| 1Y | +8.3% | -28.1% | +36.4% | +9.6% |
| 3Y | -3.2% | +40.7% | -43.9% | -17.9% |
| 5Y | +1.7% | +35.5% | -33.7% | -15.8% |
| All | +193.4% | +278.3% | -84.9% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling