+634.5%
ROP vs URA
-51.6%
+686.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.7% |
| 7D | -2.7% | +4.5% | -7.1% | -3.6% |
| 30D | +29.7% | -13.4% | +43.1% | +32.7% |
| 3M | +21.2% | -28.4% | +49.6% | +28.2% |
| 6M | +48.3% | -40.5% | +88.7% | +61.4% |
| YTD | +8.4% | -24.3% | +32.7% | +9.6% |
| 1Y | +6.0% | -28.8% | +34.8% | +8.4% |
| 3Y | -5.6% | +37.6% | -43.2% | -21.8% |
| 5Y | +1.3% | +30.7% | -29.4% | -18.3% |
| 10Y | +184.1% | +266.8% | -82.7% | +48.6% |
| All | +634.5% | -51.6% | +686.1% | +563.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling