+643.2%
LYB vs URI
+7,799.1%
-7,155.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -0.9% | +2.5% | -3.4% | -2.0% |
| 30D | +9.5% | -12.5% | +22.1% | +15.8% |
| 3M | +1.3% | -6.2% | +7.5% | +2.6% |
| 6M | -1.7% | +25.9% | -27.6% | -15.5% |
| YTD | +54.1% | +26.2% | +27.9% | +31.3% |
| 1Y | +25.7% | +5.5% | +20.2% | +15.7% |
| 3Y | -20.9% | +125.0% | -145.9% | -51.5% |
| 5Y | -1.5% | +210.4% | -212.0% | -50.5% |
| 10Y | +45.0% | +1,157.2% | -1,112.2% | -64.1% |
| All | +643.2% | +7,799.1% | -7,155.9% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling