+5.5%
URI vs ROK
+26.1%
-20.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | +2.5% | +2.8% | -0.3% | +1.3% |
| 30D | -12.5% | -2.4% | -10.1% | -11.6% |
| 3M | -6.2% | -4.7% | -1.5% | -4.7% |
| 6M | +25.9% | +16.8% | +9.1% | +16.7% |
| YTD | +26.2% | +11.4% | +14.8% | +16.1% |
| 1Y | +5.5% | +26.2% | -20.7% | -8.8% |
| All | +5.5% | +26.1% | -20.6% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling