-22.8%
LYB vs URA
+101.1%
-123.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.3% | -0.8% |
| 7D | +0.3% | -5.5% | +5.8% | +0.5% |
| 30D | +2.5% | -3.7% | +6.2% | +2.5% |
| 3M | +1.4% | -2.9% | +4.3% | +1.4% |
| 6M | -3.5% | -15.2% | +11.8% | -2.9% |
| YTD | +52.0% | +1.9% | +50.1% | +49.3% |
| 1Y | +22.1% | +6.9% | +15.1% | +18.1% |
| 3Y | -22.8% | +99.6% | -122.4% | -34.5% |
| All | -22.8% | +101.1% | -123.8% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling