+1,186.2%
URI vs ALLY
+124.8%
+1,061.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -2.0% | +3.7% | -5.7% | -4.1% |
| 30D | -12.9% | -2.3% | -10.7% | -11.8% |
| 3M | -6.7% | +3.8% | -10.6% | -9.3% |
| 6M | +19.0% | +9.7% | +9.3% | +11.0% |
| YTD | +25.5% | -1.4% | +26.9% | +24.4% |
| 1Y | +5.5% | +8.2% | -2.7% | -2.1% |
| 3Y | +111.3% | +66.5% | +44.8% | +43.2% |
| 5Y | +198.6% | +1.2% | +197.3% | +162.4% |
| 10Y | +1,179.9% | +191.4% | +988.5% | +390.2% |
| All | +1,186.2% | +124.8% | +1,061.3% | +415.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling