+97.4%
BB vs URA
-30.3%
+127.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +3.6% |
| 7D | +11.6% | +0.3% | +11.3% | +11.5% |
| 30D | +2.6% | -14.8% | +17.4% | +8.7% |
| 3M | +3.5% | -25.3% | +28.8% | +14.4% |
| 6M | +43.5% | -39.9% | +83.4% | +63.7% |
| YTD | +141.2% | -22.4% | +163.6% | +162.4% |
| 1Y | +97.4% | -29.0% | +126.4% | +120.6% |
| All | +97.4% | -30.3% | +127.7% | +120.6% |
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