+161.6%
BHP vs URA
-31.1%
+192.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -2.9% | +1.1% | -4.0% | -3.5% |
| 30D | +3.4% | +7.4% | -4.0% | -0.5% |
| 3M | +4.1% | -8.4% | +12.5% | +7.8% |
| 6M | +20.6% | -12.7% | +33.3% | +27.1% |
| YTD | +56.1% | +7.8% | +48.3% | +47.2% |
| 1Y | +69.6% | +19.5% | +50.1% | +48.6% |
| 3Y | +78.8% | +116.4% | -37.6% | +7.9% |
| 5Y | +113.1% | +134.3% | -21.2% | +13.1% |
| 10Y | +505.9% | +359.3% | +146.6% | +97.9% |
| All | +161.6% | -31.1% | +192.7% | +96.6% |
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