-99.8%
BIYA vs URA
+92.6%
-192.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.5% |
| 7D | +1.3% | +1.1% | +0.3% | +1.6% |
| 30D | -21.0% | +7.4% | -28.4% | -19.1% |
| 3M | -74.3% | -8.4% | -65.9% | -73.4% |
| 6M | -84.6% | -12.7% | -71.9% | -84.4% |
| YTD | -94.2% | +7.8% | -102.0% | -94.4% |
| 1Y | -98.2% | +19.5% | -117.7% | -98.5% |
| All | -99.8% | +92.6% | -192.4% | -99.8% |
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