+859.9%
URI vs ALC
+30.3%
+829.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.3% |
| 7D | -6.0% | +2.3% | -8.3% | -7.5% |
| 30D | +4.6% | +15.5% | -10.9% | -4.0% |
| 3M | -2.7% | +0.6% | -3.3% | -3.7% |
| 6M | +18.4% | +18.4% | 0.0% | +6.0% |
| YTD | +37.4% | -5.6% | +42.9% | +38.4% |
| 1Y | +30.4% | 0.0% | +30.3% | +26.5% |
| 3Y | +147.9% | +2.8% | +145.1% | +127.4% |
| 5Y | +202.1% | -8.8% | +210.8% | +194.1% |
| All | +859.9% | +30.3% | +829.7% | +546.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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