+19.2%
UL vs ROIV
+232.7%
-213.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | -1.3% | +0.6% | -2.0% | -1.4% |
| 30D | +0.5% | +1.0% | -0.5% | +0.4% |
| 3M | +17.6% | +18.3% | -0.7% | +16.5% |
| 6M | -5.4% | +18.3% | -23.7% | -6.4% |
| YTD | +0.7% | +61.0% | -60.3% | -2.0% |
| 1Y | -9.3% | +177.9% | -187.1% | -14.3% |
| 3Y | +24.5% | +199.1% | -174.5% | +16.3% |
| 5Y | +23.2% | +250.7% | -227.5% | +8.8% |
| All | +19.2% | +232.7% | -213.5% | +4.3% |
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 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