+33.8%
UL vs ROIV
+380.3%
-346.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.1% |
| 7D | +1.1% | +1.7% | -0.6% | +1.0% |
| 30D | +4.5% | +17.6% | -13.1% | +3.7% |
| 3M | +6.5% | +9.0% | -2.5% | +5.9% |
| 6M | +18.2% | +35.3% | -17.1% | +16.0% |
| YTD | +4.7% | +82.2% | -77.5% | +1.0% |
| 1Y | +0.8% | +92.3% | -91.5% | -3.1% |
| 3Y | +35.9% | +336.8% | -300.9% | +24.5% |
| All | +33.8% | +380.3% | -346.5% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling