+21.9%
URI vs ALLY
-7.6%
+29.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.8% | -8.2% | -5.4% |
| 7D | -4.3% | +2.4% | -6.7% | -4.9% |
| 30D | +4.6% | +5.6% | -1.0% | +3.1% |
| 3M | -2.1% | -11.7% | +9.6% | +0.9% |
| 6M | +21.9% | -7.0% | +29.0% | +24.1% |
| All | +21.9% | -7.6% | +29.5% | +24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling