+733.4%
BNY vs URA
-29.0%
+762.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -2.1% |
| 7D | +1.5% | +8.1% | -6.6% | -0.8% |
| 30D | +3.3% | +5.8% | -2.4% | +1.4% |
| 3M | +15.3% | +3.4% | +11.9% | +13.3% |
| 6M | +42.5% | -2.6% | +45.1% | +40.7% |
| YTD | +42.0% | +11.2% | +30.9% | +33.2% |
| 1Y | +59.3% | +19.8% | +39.4% | +43.9% |
| 3Y | +291.2% | +121.5% | +169.8% | +177.6% |
| 5Y | +252.1% | +134.5% | +117.6% | +131.1% |
| 10Y | +407.1% | +376.7% | +30.4% | +133.9% |
| All | +733.4% | -29.0% | +762.4% | +573.9% |
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