+199.3%
URI vs ALB
-62.4%
+261.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.1% | +7.0% | +6.9% |
| 7D | -4.0% | +9.5% | -13.5% | -6.5% |
| 30D | +6.8% | -2.1% | +8.9% | +7.1% |
| 3M | -2.8% | -24.1% | +21.3% | +3.9% |
| 6M | +20.9% | -51.0% | +71.9% | +44.5% |
| YTD | +40.2% | -29.3% | +69.6% | +46.8% |
| 1Y | +34.1% | +3.2% | +30.9% | +24.1% |
| 3Y | +164.1% | -9.3% | +173.5% | +128.0% |
| 5Y | +199.3% | -61.6% | +261.0% | +242.1% |
| All | +199.3% | -62.4% | +261.7% | +242.1% |
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