+7,210.0%
URI vs ROK
+4,244.4%
+2,965.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +2.0% |
| 7D | -9.8% | -13.8% | +4.0% | -0.9% |
| 30D | +1.7% | -14.9% | +16.7% | +12.6% |
| 3M | -9.1% | -14.7% | +5.6% | +0.4% |
| 6M | +9.9% | -17.7% | +27.5% | +23.2% |
| YTD | +31.2% | -2.5% | +33.7% | +29.5% |
| 1Y | +25.9% | +2.3% | +23.7% | +20.3% |
| 3Y | +147.4% | +52.7% | +94.6% | +74.2% |
| 5Y | +179.7% | +20.5% | +159.2% | +127.6% |
| 10Y | +1,419.5% | +284.0% | +1,135.5% | +510.8% |
| All | +7,210.0% | +4,244.4% | +2,965.5% | +883.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling