+120.5%
URI vs ALLY
+63.1%
+57.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -2.0% | +3.7% | -5.7% | -3.7% |
| 30D | -12.9% | -2.3% | -10.7% | -12.0% |
| 3M | -6.7% | +3.8% | -10.6% | -8.8% |
| 6M | +19.0% | +9.7% | +9.3% | +12.3% |
| YTD | +25.5% | -1.4% | +26.9% | +24.9% |
| 1Y | +5.5% | +8.2% | -2.7% | -0.8% |
| All | +120.5% | +63.1% | +57.4% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling