+270.0%
INTC vs URA
+369.2%
-99.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.2% |
| 7D | +18.0% | +5.7% | +12.2% | +15.5% |
| 30D | +8.9% | +5.6% | +3.4% | +6.4% |
| 3M | -1.6% | +6.2% | -7.8% | -3.4% |
| 6M | +133.1% | -8.2% | +141.3% | +139.8% |
| YTD | +187.9% | +9.7% | +178.2% | +177.1% |
| 1Y | +334.7% | +17.0% | +317.7% | +304.5% |
| 3Y | +184.2% | +118.5% | +65.7% | +103.6% |
| 5Y | +116.0% | +134.3% | -18.3% | +42.7% |
| 10Y | +270.0% | +377.5% | -107.5% | +64.6% |
| All | +270.0% | +369.2% | -99.3% | +64.6% |
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 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