+1,218.8%
URI vs ALK
-37.5%
+1,256.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +7.1% | -0.2% | +3.5% |
| 7D | -4.0% | +8.9% | -12.9% | -8.2% |
| 30D | +6.8% | +5.9% | +0.9% | +3.2% |
| 3M | -2.8% | -16.5% | +13.7% | +4.7% |
| 6M | +20.9% | +2.1% | +18.8% | +15.5% |
| YTD | +40.2% | -17.1% | +57.3% | +44.5% |
| 1Y | +34.1% | -2.9% | +37.0% | +26.7% |
| 3Y | +164.1% | +24.5% | +139.7% | +95.5% |
| 5Y | +199.3% | -29.1% | +228.5% | +198.4% |
| 10Y | +1,218.8% | -39.1% | +1,258.0% | +1,166.0% |
| All | +1,218.8% | -37.5% | +1,256.3% | +1,166.0% |
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