+351.2%
URI vs ROIV
+270.3%
+80.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.0% | +0.4% |
| 7D | -9.8% | +5.3% | -15.1% | -10.4% |
| 30D | +1.7% | +11.9% | -10.1% | +0.3% |
| 3M | -9.1% | +10.7% | -19.8% | -10.5% |
| 6M | +9.9% | +34.9% | -25.0% | +5.3% |
| YTD | +31.2% | +79.2% | -48.0% | +20.8% |
| 1Y | +25.9% | +89.0% | -63.1% | +15.1% |
| 3Y | +147.4% | +337.3% | -190.0% | +104.2% |
| 5Y | +179.7% | +402.3% | -222.6% | +112.6% |
| All | +351.2% | +270.3% | +80.9% | +256.3% |
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 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