+1,229.4%
URI vs ALLY
+101.5%
+1,127.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.3% | -5.8% | -6.3% |
| 7D | -12.9% | -1.1% | -11.8% | -12.5% |
| 30D | -3.4% | +4.2% | -7.6% | -5.9% |
| 3M | -10.0% | -12.4% | +2.4% | -2.9% |
| 6M | +12.2% | -8.7% | +20.9% | +17.3% |
| YTD | +29.8% | -11.6% | +41.4% | +37.0% |
| 1Y | +24.6% | +0.2% | +24.4% | +21.4% |
| 3Y | +137.6% | +57.1% | +80.5% | +66.6% |
| 5Y | +176.6% | -6.8% | +183.5% | +155.8% |
| 10Y | +1,402.6% | +200.4% | +1,202.2% | +453.9% |
| All | +1,229.4% | +101.5% | +1,127.9% | +467.3% |
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