+25.3%
BIL vs URA
-51.6%
+76.9%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | 0.0% |
| 7D | -0.3% | -4.1% | +3.9% | -0.3% |
| 30D | 0.0% | -19.0% | +19.0% | 0.0% |
| 3M | +0.6% | -25.1% | +25.7% | +0.6% |
| 6M | +1.5% | -44.5% | +46.0% | +1.5% |
| YTD | +2.8% | -24.3% | +27.1% | +2.7% |
| 1Y | +3.3% | -28.1% | +31.5% | +3.3% |
| 3Y | +13.5% | +40.7% | -27.2% | +13.5% |
| 5Y | +19.8% | +35.5% | -15.7% | +19.8% |
| 10Y | +25.6% | +281.2% | -255.6% | +25.6% |
| All | +25.3% | -51.6% | +76.9% | +25.3% |
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