+121.4%
BKR vs URA
+361.2%
-239.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.0% | -2.7% | -5.1% |
| 7D | -6.7% | -1.5% | -5.1% | -6.1% |
| 30D | -8.3% | -0.4% | -8.0% | -8.5% |
| 3M | -5.4% | +6.3% | -11.7% | -8.6% |
| 6M | +0.8% | -14.0% | +14.8% | +4.3% |
| YTD | +31.8% | +5.3% | +26.5% | +23.5% |
| 1Y | +28.6% | +11.7% | +16.9% | +14.4% |
| 3Y | +71.2% | +109.8% | -38.6% | +6.4% |
| 5Y | +179.2% | +108.0% | +71.3% | +62.0% |
| All | +121.4% | +361.2% | -239.8% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling