+33.4%
URI vs ALK
-7.4%
+40.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | +0.2% |
| 7D | +9.3% | +0.9% | +8.4% | +9.1% |
| 30D | +7.6% | +3.3% | +4.3% | +6.5% |
| 3M | +1.0% | -17.6% | +18.6% | +5.4% |
| 6M | +19.8% | +0.8% | +19.0% | +18.2% |
| YTD | +41.9% | -22.4% | +64.2% | +45.8% |
| 1Y | +33.4% | -10.1% | +43.4% | +27.7% |
| All | +33.4% | -7.4% | +40.8% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling