+106.4%
INTC vs URA
+289.1%
-182.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.8% | +2.2% |
| 7D | -4.0% | +0.3% | -4.3% | -3.9% |
| 30D | -44.5% | -14.8% | -29.7% | -40.0% |
| 3M | -40.4% | -25.3% | -15.1% | -32.2% |
| 6M | -53.5% | -39.9% | -13.5% | -42.2% |
| YTD | +57.5% | -22.4% | +80.0% | +76.5% |
| 1Y | +51.2% | -29.0% | +80.2% | +74.2% |
| 3Y | +51.6% | +41.0% | +10.6% | +30.9% |
| 5Y | +23.5% | +38.3% | -14.9% | +2.8% |
| 10Y | +106.4% | +276.1% | -169.7% | +1.0% |
| All | +106.4% | +289.1% | -182.7% | +1.0% |
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