+1,331.3%
URI vs ALLY
+104.2%
+1,227.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.8% | -8.2% | -6.7% |
| 7D | -4.3% | +2.4% | -6.7% | -5.9% |
| 30D | +4.6% | +5.6% | -1.0% | +1.0% |
| 3M | -2.1% | -11.7% | +9.6% | +5.1% |
| 6M | +21.9% | -7.0% | +29.0% | +26.0% |
| YTD | +39.7% | -10.4% | +50.1% | +46.2% |
| 1Y | +32.9% | +2.4% | +30.5% | +27.7% |
| 3Y | +155.8% | +59.2% | +96.6% | +77.8% |
| 5Y | +202.4% | -5.0% | +207.5% | +176.1% |
| 10Y | +1,517.7% | +204.5% | +1,313.3% | +491.2% |
| All | +1,331.3% | +104.2% | +1,227.0% | +505.4% |
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