+391.9%
URI vs ROIV
+298.6%
+93.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +4.0% |
| 7D | +2.4% | +9.5% | -7.1% | +1.3% |
| 30D | +8.9% | +21.0% | -12.1% | +6.4% |
| 3M | +0.8% | +18.7% | -17.9% | -1.6% |
| 6M | +23.1% | +44.5% | -21.4% | +17.0% |
| YTD | +43.1% | +92.9% | -49.8% | +30.5% |
| 1Y | +35.7% | +100.2% | -64.5% | +23.2% |
| 3Y | +158.2% | +375.0% | -216.8% | +111.1% |
| 5Y | +212.6% | +435.2% | -222.6% | +135.2% |
| All | +391.9% | +298.6% | +93.4% | +285.1% |
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