+212.6%
URI vs ROP
+1.6%
+211.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.8% |
| 7D | +2.4% | -2.9% | +5.4% | +3.9% |
| 30D | +8.9% | +30.1% | -21.2% | -6.2% |
| 3M | +0.8% | +19.9% | -19.1% | -9.6% |
| 6M | +23.1% | +46.0% | -22.9% | -3.8% |
| YTD | +43.1% | +8.4% | +34.7% | +36.2% |
| 1Y | +35.7% | +8.8% | +26.9% | +28.6% |
| 3Y | +158.2% | -5.6% | +163.8% | +171.8% |
| 5Y | +212.6% | +3.0% | +209.6% | +194.8% |
| All | +212.6% | +1.6% | +211.0% | +194.8% |
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