+176.6%
URI vs ALB
-61.8%
+238.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.6% | -10.7% | -8.1% |
| 7D | -12.9% | +5.5% | -18.4% | -14.3% |
| 30D | -3.4% | -7.5% | +4.1% | -1.6% |
| 3M | -10.0% | -16.9% | +6.9% | -6.2% |
| 6M | +12.2% | -49.2% | +61.4% | +32.7% |
| YTD | +29.8% | -29.9% | +59.6% | +36.1% |
| 1Y | +24.6% | +8.2% | +16.4% | +13.5% |
| 3Y | +137.6% | -19.4% | +157.0% | +115.1% |
| 5Y | +176.6% | -61.6% | +238.2% | +212.9% |
| All | +176.6% | -61.8% | +238.4% | +212.9% |
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 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