+1,179.9%
URI vs ALK
-34.2%
+1,214.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.9% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | -12.9% | -19.2% | +6.3% | -3.9% |
| 3M | -6.7% | -1.5% | -5.2% | -7.7% |
| 6M | +19.0% | -13.1% | +32.0% | +22.5% |
| YTD | +25.5% | -16.4% | +42.0% | +30.0% |
| 1Y | +5.5% | -33.1% | +38.6% | +21.1% |
| 3Y | +111.3% | +0.6% | +110.7% | +78.1% |
| 5Y | +198.6% | -26.4% | +224.9% | +192.7% |
| All | +1,179.9% | -34.2% | +1,214.1% | +978.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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