+32.9%
URI vs ALB
+4.7%
+28.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.3% | -9.7% | -4.7% |
| 7D | -4.3% | -2.1% | -2.3% | -4.2% |
| 30D | +4.6% | -9.0% | +13.6% | +5.3% |
| 3M | -2.1% | -21.1% | +19.0% | -0.5% |
| 6M | +21.9% | -49.9% | +71.8% | +27.3% |
| YTD | +39.7% | -32.3% | +72.0% | +40.7% |
| 1Y | +32.9% | +8.6% | +24.3% | +29.9% |
| All | +32.9% | +4.7% | +28.1% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling