+22.5%
UL vs ROIV
+270.3%
-247.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.2% | -8.7% | -2.8% |
| 7D | +1.1% | +5.3% | -4.2% | +0.9% |
| 30D | +8.2% | +11.9% | -3.7% | +7.6% |
| 3M | +4.5% | +10.7% | -6.2% | +3.9% |
| 6M | +12.6% | +34.9% | -22.4% | +10.6% |
| YTD | +3.5% | +79.2% | -75.6% | +0.1% |
| 1Y | -0.4% | +89.0% | -89.4% | -4.1% |
| 3Y | +36.0% | +337.3% | -301.4% | +25.0% |
| 5Y | +30.9% | +402.3% | -371.4% | +14.3% |
| All | +22.5% | +270.3% | -247.8% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling