+1,450.9%
URI vs ALLE
+260.9%
+1,190.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.7% |
| 7D | -2.0% | -0.2% | -1.8% | -1.8% |
| 30D | -12.9% | -6.8% | -6.1% | -7.6% |
| 3M | -6.7% | +21.0% | -27.8% | -21.3% |
| 6M | +19.0% | +1.1% | +17.9% | +16.8% |
| YTD | +25.5% | -0.5% | +26.1% | +24.1% |
| 1Y | +5.5% | -7.3% | +12.8% | +10.8% |
| 3Y | +111.3% | +42.3% | +69.1% | +53.4% |
| 5Y | +198.6% | +13.5% | +185.1% | +159.6% |
| 10Y | +1,179.9% | +144.0% | +1,035.9% | +498.6% |
| All | +1,450.9% | +260.9% | +1,190.0% | +448.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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