+30.4%
URI vs ROP
+7.7%
+22.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | -6.0% | +0.2% | -6.2% | -6.0% |
| 30D | +4.6% | +30.3% | -25.7% | +2.9% |
| 3M | -2.7% | +17.8% | -20.5% | -4.1% |
| 6M | +18.4% | +38.9% | -20.5% | +14.9% |
| YTD | +37.4% | +7.6% | +29.7% | +32.7% |
| 1Y | +30.4% | +6.5% | +23.9% | +26.5% |
| All | +30.4% | +7.7% | +22.7% | +26.5% |
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