+179.2%
URI vs ALB
-61.7%
+240.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | -9.8% | +9.1% | -18.9% | -12.0% |
| 30D | +1.7% | -3.4% | +5.2% | +2.4% |
| 3M | -9.1% | -20.6% | +11.5% | -4.0% |
| 6M | +9.9% | -48.2% | +58.0% | +29.2% |
| YTD | +31.2% | -29.2% | +60.5% | +37.3% |
| 1Y | +25.9% | +10.0% | +15.9% | +14.2% |
| 3Y | +147.4% | -12.9% | +160.3% | +117.1% |
| All | +179.2% | -61.7% | +240.9% | +221.1% |
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