+133.4%
ROP vs URA
+371.9%
-238.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.1% | -6.0% | -3.3% |
| 7D | -5.4% | +8.1% | -13.5% | -6.4% |
| 30D | -1.6% | +5.8% | -7.4% | -2.5% |
| 3M | +18.8% | +3.4% | +15.4% | +17.8% |
| 6M | +8.2% | -2.6% | +10.8% | +7.3% |
| YTD | -10.5% | +11.2% | -21.6% | -14.2% |
| 1Y | -23.7% | +19.8% | -43.6% | -28.8% |
| 3Y | -17.9% | +121.5% | -139.3% | -34.7% |
| 5Y | -15.3% | +134.5% | -149.8% | -36.7% |
| 10Y | +133.4% | +376.7% | -243.3% | +24.1% |
| All | +133.4% | +371.9% | -238.5% | +24.1% |
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