+87.6%
BB vs URA
-32.2%
+119.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.1% | +8.0% | +7.4% |
| 7D | -6.8% | -10.5% | +3.7% | -2.8% |
| 30D | -3.5% | -18.6% | +15.1% | +4.1% |
| 3M | -1.2% | -23.0% | +21.8% | +8.4% |
| 6M | +57.0% | -40.3% | +97.3% | +80.0% |
| YTD | +131.1% | -23.5% | +154.6% | +151.3% |
| 1Y | +87.6% | -31.1% | +118.7% | +110.8% |
| All | +87.6% | -32.2% | +119.7% | +110.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling