+336.5%
BHP vs URA
+289.1%
+47.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -0.6% |
| 7D | +3.8% | +0.3% | +3.5% | +3.6% |
| 30D | -6.5% | -14.8% | +8.3% | -0.1% |
| 3M | -8.5% | -25.3% | +16.8% | +3.0% |
| 6M | -2.2% | -39.9% | +37.8% | +20.4% |
| YTD | +40.0% | -22.4% | +62.4% | +53.0% |
| 1Y | +51.3% | -29.0% | +80.3% | +70.6% |
| 3Y | +56.5% | +41.0% | +15.6% | +21.1% |
| 5Y | +130.2% | +38.3% | +91.9% | +71.4% |
| 10Y | +336.5% | +276.1% | +60.5% | +76.2% |
| All | +336.5% | +289.1% | +47.5% | +76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling