+18.0%
UL vs ROIV
+295.0%
-277.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +18.8% | -19.8% | -1.9% |
| 7D | -1.3% | +20.2% | -21.5% | -2.2% |
| 30D | +0.9% | +14.1% | -13.2% | +0.2% |
| 3M | +14.2% | +45.6% | -31.4% | +12.0% |
| 6M | -3.2% | +44.1% | -47.3% | -5.1% |
| YTD | -0.3% | +91.2% | -91.5% | -3.9% |
| 1Y | -8.8% | +221.3% | -230.1% | -14.5% |
| 3Y | +23.9% | +229.2% | -205.3% | +15.1% |
| 5Y | +21.4% | +316.5% | -295.1% | +6.2% |
| All | +18.0% | +295.0% | -277.1% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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