-84.3%
BB vs URA
-51.6%
-32.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.4% | 0.0% | +2.5% |
| 7D | +3.8% | -4.1% | +7.9% | +5.8% |
| 30D | -0.3% | -19.0% | +18.7% | +9.7% |
| 3M | -0.5% | -25.1% | +24.7% | +13.1% |
| 6M | +45.9% | -44.5% | +90.4% | +87.5% |
| YTD | +130.6% | -24.3% | +154.9% | +151.9% |
| 1Y | +89.2% | -28.1% | +117.3% | +109.8% |
| 3Y | +137.5% | +40.7% | +96.8% | +83.1% |
| 5Y | -20.9% | +35.5% | -56.4% | -39.7% |
| 10Y | +25.4% | +281.2% | -255.8% | -43.7% |
| All | -84.3% | -51.6% | -32.7% | -85.7% |
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