+476.0%
LYB vs URA
-29.9%
+505.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | -3.1% | +5.7% | -8.8% | -5.1% |
| 30D | +4.0% | +5.6% | -1.6% | +1.4% |
| 3M | +2.4% | +6.2% | -3.8% | -1.5% |
| 6M | -1.4% | -8.2% | +6.8% | -2.3% |
| YTD | +53.9% | +9.7% | +44.3% | +39.7% |
| 1Y | +26.1% | +17.0% | +9.1% | +8.0% |
| 3Y | -21.0% | +118.5% | -139.5% | -52.7% |
| 5Y | -0.7% | +134.3% | -135.1% | -47.8% |
| 10Y | +49.3% | +377.5% | -328.2% | -52.0% |
| All | +476.0% | -29.9% | +505.9% | +345.4% |
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