+6,893.4%
URI vs ROP
+3,766.3%
+3,127.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +4.1% |
| 7D | -2.0% | -4.4% | +2.5% | +1.1% |
| 30D | -12.9% | +3.2% | -16.2% | -15.1% |
| 3M | -6.7% | +23.1% | -29.8% | -20.6% |
| 6M | +19.0% | +13.3% | +5.7% | +6.2% |
| YTD | +25.5% | -7.9% | +33.4% | +27.8% |
| 1Y | +5.5% | -22.1% | +27.6% | +20.8% |
| 3Y | +111.3% | -16.8% | +128.1% | +130.5% |
| 5Y | +198.6% | -13.5% | +212.1% | +215.2% |
| 10Y | +1,179.9% | +137.7% | +1,042.2% | +588.4% |
| All | +6,893.4% | +3,766.3% | +3,127.2% | +767.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling