+203.4%
URI vs ALB
-44.4%
+247.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.1% | +2.8% |
| 7D | -2.0% | -8.1% | +6.1% | +0.2% |
| 30D | -12.9% | +6.3% | -19.2% | -14.7% |
| 3M | -6.7% | -23.6% | +16.8% | -0.4% |
| 6M | +19.0% | -24.6% | +43.6% | +25.5% |
| YTD | +25.5% | -10.3% | +35.8% | +23.9% |
| 1Y | +5.5% | +61.5% | -55.9% | -15.5% |
| 3Y | +111.3% | -34.0% | +145.3% | +116.1% |
| All | +203.4% | -44.4% | +247.8% | +208.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling