+1,340.7%
URI vs ALB
+33.3%
+1,307.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | -9.8% | +9.1% | -18.9% | -12.8% |
| 30D | +1.7% | -3.4% | +5.2% | +2.6% |
| 3M | -9.1% | -20.6% | +11.5% | -2.3% |
| 6M | +9.9% | -48.2% | +58.0% | +36.3% |
| YTD | +31.2% | -29.2% | +60.5% | +39.6% |
| 1Y | +25.9% | +10.0% | +15.9% | +11.3% |
| 3Y | +147.4% | -12.9% | +160.3% | +108.9% |
| 5Y | +179.7% | -61.3% | +241.0% | +223.9% |
| All | +1,340.7% | +33.3% | +1,307.3% | +770.8% |
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