+147.9%
URI vs ROP
-5.2%
+153.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -6.0% | +0.2% | -6.2% | -6.2% |
| 30D | +4.6% | +30.3% | -25.7% | -6.0% |
| 3M | -2.7% | +17.8% | -20.5% | -9.3% |
| 6M | +18.4% | +38.9% | -20.5% | +1.2% |
| YTD | +37.4% | +7.6% | +29.7% | +37.0% |
| 1Y | +30.4% | +6.5% | +23.9% | +30.9% |
| 3Y | +147.9% | -6.3% | +154.2% | +172.9% |
| All | +147.9% | -5.2% | +153.1% | +172.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling