+25.9%
URI vs ROP
+8.5%
+17.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.1% | +1.3% |
| 7D | -9.8% | +2.1% | -11.9% | -9.9% |
| 30D | +1.7% | +32.9% | -31.2% | 0.0% |
| 3M | -9.1% | +20.3% | -29.4% | -10.4% |
| 6M | +9.9% | +36.8% | -26.9% | +6.9% |
| YTD | +31.2% | +8.1% | +23.1% | +27.0% |
| 1Y | +25.9% | +8.3% | +17.7% | +21.5% |
| All | +25.9% | +8.5% | +17.4% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling