+777.3%
URI vs ALC
+24.0%
+753.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.8% |
| 7D | -2.0% | -2.1% | +0.1% | -0.8% |
| 30D | -12.9% | -0.1% | -12.8% | -13.1% |
| 3M | -6.7% | +5.9% | -12.6% | -10.3% |
| 6M | +19.0% | -15.9% | +34.9% | +29.6% |
| YTD | +25.5% | -10.1% | +35.6% | +30.8% |
| 1Y | +5.5% | -10.2% | +15.8% | +9.6% |
| 3Y | +111.3% | -13.6% | +124.9% | +117.6% |
| 5Y | +198.6% | -15.1% | +213.7% | +204.6% |
| All | +777.3% | +24.0% | +753.3% | +511.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling