+176.6%
URI vs ALLY
-7.4%
+184.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.3% | -5.8% | -6.4% |
| 7D | -12.9% | -1.1% | -11.8% | -12.5% |
| 30D | -3.4% | +4.2% | -7.6% | -5.5% |
| 3M | -10.0% | -12.4% | +2.4% | -4.1% |
| 6M | +12.2% | -8.7% | +20.9% | +16.5% |
| YTD | +29.8% | -11.6% | +41.4% | +36.0% |
| 1Y | +24.6% | +0.2% | +24.4% | +22.1% |
| 3Y | +137.6% | +57.1% | +80.5% | +78.9% |
| 5Y | +176.6% | -6.8% | +183.5% | +173.6% |
| All | +176.6% | -7.4% | +184.1% | +173.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling