-2.4%
LYB vs URI
+196.6%
-199.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.5% | +0.8% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +1.5% | -13.4% | +14.9% | +5.8% |
| 3M | -0.3% | -6.2% | +5.9% | +0.7% |
| 6M | +0.1% | +28.0% | -27.9% | -11.0% |
| YTD | +53.4% | +23.0% | +30.5% | +37.6% |
| 1Y | +25.6% | +5.5% | +20.1% | +18.9% |
| 3Y | -21.3% | +119.2% | -140.5% | -47.3% |
| 5Y | -2.4% | +201.0% | -203.5% | -46.9% |
| All | -2.4% | +196.6% | -199.1% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling