+1,218.8%
URI vs ROP
+189.6%
+1,029.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.0% | +7.9% | +7.7% |
| 7D | -4.0% | -1.6% | -2.4% | -3.2% |
| 30D | +6.8% | +29.5% | -22.7% | -13.2% |
| 3M | -2.8% | +17.5% | -20.4% | -15.6% |
| 6M | +20.9% | +38.1% | -17.2% | -9.8% |
| YTD | +40.2% | +7.0% | +33.3% | +27.3% |
| 1Y | +34.1% | +6.5% | +27.6% | +22.0% |
| 3Y | +164.1% | -5.5% | +169.6% | +163.7% |
| 5Y | +199.3% | -0.4% | +199.7% | +181.6% |
| 10Y | +1,218.8% | +183.6% | +1,035.2% | +433.3% |
| All | +1,218.8% | +189.6% | +1,029.2% | +433.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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