+45.9%
BB vs URA
-41.6%
+87.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.4% | 0.0% | +1.4% |
| 7D | +3.8% | -4.1% | +7.9% | +6.8% |
| 30D | -0.3% | -19.0% | +18.7% | +14.0% |
| 3M | -0.5% | -25.1% | +24.7% | +18.9% |
| 6M | +45.9% | -44.5% | +90.4% | +106.5% |
| All | +45.9% | -41.6% | +87.5% | +106.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling