+153.8%
BKR vs URA
-29.0%
+182.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.5% | -0.6% |
| 7D | +0.4% | +8.1% | -7.7% | -2.9% |
| 30D | +3.9% | +5.8% | -1.9% | +1.0% |
| 3M | -1.1% | +3.4% | -4.5% | -3.7% |
| 6M | +7.6% | -2.6% | +10.2% | +5.6% |
| YTD | +41.9% | +11.2% | +30.7% | +29.2% |
| 1Y | +42.2% | +19.8% | +22.4% | +22.0% |
| 3Y | +84.3% | +121.5% | -37.2% | +10.5% |
| 5Y | +215.7% | +134.5% | +81.2% | +70.5% |
| 10Y | +130.9% | +376.7% | -245.8% | -21.0% |
| All | +153.8% | -29.0% | +182.8% | +72.0% |
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