+381.6%
URI vs ROIV
+276.5%
+105.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +6.7% | +1.7% | +5.1% | +6.5% |
| 30D | +8.9% | +17.6% | -8.7% | +6.7% |
| 3M | +0.5% | +9.0% | -8.4% | -0.8% |
| 6M | +20.7% | +35.3% | -14.6% | +15.6% |
| YTD | +40.0% | +82.2% | -42.1% | +28.7% |
| 1Y | +34.4% | +92.3% | -57.9% | +22.6% |
| 3Y | +149.5% | +336.8% | -187.3% | +105.9% |
| 5Y | +205.6% | +370.6% | -165.0% | +131.7% |
| All | +381.6% | +276.5% | +105.1% | +279.6% |
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 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