+7,682.4%
URI vs ALK
+371.3%
+7,311.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.8% | -13.1% | -7.9% |
| 7D | -4.3% | +12.4% | -16.7% | -9.2% |
| 30D | +4.6% | +2.1% | +2.5% | +3.1% |
| 3M | -2.1% | -23.9% | +21.8% | +7.9% |
| 6M | +21.9% | +8.2% | +13.7% | +14.8% |
| YTD | +39.7% | -20.5% | +60.2% | +45.9% |
| 1Y | +32.9% | -1.0% | +33.9% | +26.3% |
| 3Y | +155.8% | +19.2% | +136.6% | +111.9% |
| 5Y | +202.4% | -28.2% | +230.7% | +206.5% |
| 10Y | +1,517.7% | -39.2% | +1,556.9% | +1,528.5% |
| All | +7,682.4% | +371.3% | +7,311.1% | +2,893.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling