+247.0%
BBY vs URA
-31.1%
+278.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.0% |
| 7D | +9.5% | +1.1% | +8.4% | +9.2% |
| 30D | +6.8% | +7.4% | -0.6% | +4.8% |
| 3M | +28.9% | -8.4% | +37.2% | +30.5% |
| 6M | +37.8% | -12.7% | +50.5% | +39.9% |
| YTD | +38.7% | +7.8% | +31.0% | +31.7% |
| 1Y | +23.7% | +19.5% | +4.2% | +13.0% |
| 3Y | +39.1% | +116.4% | -77.3% | +3.5% |
| 5Y | -0.4% | +134.3% | -134.7% | -30.8% |
| 10Y | +234.0% | +359.3% | -125.2% | +77.5% |
| All | +247.0% | -31.1% | +278.1% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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