-1.4%
LYB vs URA
-1.7%
+0.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.4% |
| 7D | -3.1% | +5.7% | -8.8% | -1.9% |
| 30D | +4.0% | +5.6% | -1.6% | +5.4% |
| 3M | +2.4% | +6.2% | -3.8% | +4.4% |
| 6M | -1.4% | -8.2% | +6.8% | +2.3% |
| All | -1.4% | -1.7% | +0.3% | +2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling