+120.5%
URI vs ROP
-16.7%
+137.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +3.2% |
| 7D | -2.0% | -4.4% | +2.5% | -0.1% |
| 30D | -12.9% | +3.2% | -16.2% | -14.3% |
| 3M | -6.7% | +23.1% | -29.8% | -16.6% |
| 6M | +19.0% | +13.3% | +5.7% | +10.8% |
| YTD | +25.5% | -7.9% | +33.4% | +33.7% |
| 1Y | +5.5% | -22.1% | +27.6% | +28.4% |
| All | +120.5% | -16.7% | +137.3% | +138.7% |
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