+1,213.1%
URI vs ROP
+183.0%
+1,030.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.6% |
| 7D | +2.6% | -2.9% | +5.5% | +4.8% |
| 30D | +9.1% | +30.1% | -21.0% | -11.6% |
| 3M | +1.0% | +19.9% | -18.9% | -13.6% |
| 6M | +23.3% | +46.0% | -22.7% | -11.9% |
| YTD | +43.3% | +8.4% | +35.0% | +28.8% |
| 1Y | +35.9% | +8.8% | +27.1% | +21.6% |
| 3Y | +158.6% | -5.6% | +164.3% | +159.1% |
| 5Y | +213.1% | +3.0% | +210.1% | +186.1% |
| 10Y | +1,213.1% | +184.0% | +1,029.0% | +419.4% |
| All | +1,213.1% | +183.0% | +1,030.0% | +419.4% |
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