-86.2%
BB vs URA
-31.1%
-55.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -5.6% | +1.1% | -6.7% | -6.1% |
| 30D | -11.8% | +7.4% | -19.2% | -14.6% |
| 3M | -25.5% | -8.4% | -17.1% | -22.9% |
| 6M | +121.3% | -12.7% | +134.0% | +130.9% |
| YTD | +103.2% | +7.8% | +95.4% | +89.7% |
| 1Y | +102.6% | +19.5% | +83.2% | +76.8% |
| 3Y | +37.5% | +116.4% | -78.9% | -13.0% |
| 5Y | -30.4% | +134.3% | -164.7% | -58.9% |
| 10Y | 0.0% | +359.3% | -359.3% | -58.8% |
| All | -86.2% | -31.1% | -55.1% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling