+24.4%
LYB vs URI
+7.3%
+17.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -1.9% |
| 7D | -0.2% | -2.0% | +1.7% | -0.3% |
| 30D | +8.7% | -12.9% | +21.7% | +8.4% |
| 3M | -3.0% | -6.7% | +3.7% | -3.1% |
| 6M | +4.7% | +19.0% | -14.3% | +6.1% |
| YTD | +51.6% | +25.5% | +26.0% | +49.4% |
| 1Y | +24.4% | +5.5% | +18.8% | +20.4% |
| All | +24.4% | +7.3% | +17.1% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling