+203.4%
URI vs ROP
-13.6%
+217.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +3.6% |
| 7D | -2.0% | -4.4% | +2.5% | +0.5% |
| 30D | -12.9% | +3.2% | -16.2% | -14.8% |
| 3M | -6.7% | +23.1% | -29.8% | -19.0% |
| 6M | +19.0% | +13.3% | +5.7% | +8.2% |
| YTD | +25.5% | -7.9% | +33.4% | +31.4% |
| 1Y | +5.5% | -22.1% | +27.6% | +26.0% |
| 3Y | +111.3% | -16.8% | +128.1% | +137.9% |
| All | +203.4% | -13.6% | +217.0% | +222.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling