+1,182.4%
URI vs ALLY
+182.8%
+999.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.2% | -0.7% |
| 7D | -6.0% | -0.7% | -5.3% | -5.7% |
| 30D | +4.6% | +1.1% | +3.5% | +3.8% |
| 3M | -2.7% | -13.2% | +10.5% | +5.4% |
| 6M | +18.4% | -13.5% | +31.8% | +27.7% |
| YTD | +37.4% | -14.3% | +51.6% | +47.5% |
| 1Y | +30.4% | -1.1% | +31.5% | +28.2% |
| 3Y | +147.9% | +62.0% | +85.9% | +72.3% |
| 5Y | +202.1% | -9.6% | +211.7% | +186.8% |
| 10Y | +1,182.4% | +176.0% | +1,006.5% | +464.7% |
| All | +1,182.4% | +182.8% | +999.6% | +464.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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