+1,157.2%
URI vs ROK
+342.8%
+814.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.4% |
| 7D | +2.5% | +2.8% | -0.3% | +0.3% |
| 30D | -12.5% | -2.4% | -10.1% | -10.9% |
| 3M | -6.2% | -4.7% | -1.5% | -3.5% |
| 6M | +25.9% | +16.8% | +9.1% | +8.8% |
| YTD | +26.2% | +11.4% | +14.8% | +11.8% |
| 1Y | +5.5% | +26.2% | -20.7% | -16.2% |
| 3Y | +125.0% | +51.9% | +73.1% | +44.5% |
| 5Y | +210.4% | +46.4% | +164.1% | +99.4% |
| 10Y | +1,157.2% | +343.5% | +813.7% | +192.3% |
| All | +1,157.2% | +342.8% | +814.4% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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