+1,151.9%
URI vs ALB
+34.2%
+1,117.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +9.3% | -3.6% | +12.9% | +10.8% |
| 30D | +7.6% | -2.9% | +10.5% | +8.3% |
| 3M | +1.0% | -25.8% | +26.9% | +11.5% |
| 6M | +19.8% | -53.6% | +73.4% | +55.3% |
| YTD | +41.9% | -32.4% | +74.2% | +53.4% |
| 1Y | +33.4% | -13.0% | +46.4% | +29.5% |
| 3Y | +156.0% | -15.0% | +171.0% | +117.0% |
| 5Y | +209.5% | -63.5% | +273.1% | +267.5% |
| All | +1,151.9% | +34.2% | +1,117.6% | +594.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling