+0.6%
ROP vs URA
+33.4%
-32.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -3.1% |
| 7D | +2.1% | -4.1% | +6.3% | +2.3% |
| 30D | +32.9% | -19.0% | +51.9% | +34.4% |
| 3M | +20.0% | -25.1% | +45.2% | +21.8% |
| 6M | +36.4% | -44.5% | +80.9% | +41.7% |
| YTD | +7.8% | -24.3% | +32.1% | +7.3% |
| 1Y | +8.0% | -28.1% | +36.1% | +8.0% |
| 3Y | -3.5% | +40.7% | -44.2% | -16.0% |
| All | +0.6% | +33.4% | -32.8% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling