+33.1%
URI vs ROP
+7.0%
+26.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.0% | +7.9% | +6.9% |
| 7D | -4.0% | -1.6% | -2.4% | -4.0% |
| 30D | +6.8% | +29.5% | -22.7% | +5.0% |
| 3M | -2.8% | +17.5% | -20.4% | -4.2% |
| 6M | +20.9% | +38.1% | -17.2% | +17.4% |
| YTD | +40.2% | +7.0% | +33.3% | +35.5% |
| All | +33.1% | +7.0% | +26.1% | +29.2% |
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