+184.4%
ROP vs URA
+266.3%
-81.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +0.7% | -1.5% | +2.3% | +0.8% |
| 30D | +28.8% | -10.4% | +39.2% | +30.3% |
| 3M | +21.1% | -29.6% | +50.7% | +26.1% |
| 6M | +52.5% | -40.3% | +92.8% | +62.0% |
| YTD | +8.9% | -25.5% | +34.4% | +9.6% |
| 1Y | +8.2% | -26.4% | +34.7% | +8.9% |
| 3Y | -5.2% | +31.4% | -36.6% | -18.4% |
| 5Y | +1.7% | +28.6% | -26.9% | -14.8% |
| All | +184.4% | +266.3% | -81.9% | +46.2% |
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