-52.7%
BLDR vs URA
+117.9%
-170.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.3% |
| 7D | -2.8% | +1.1% | -3.9% | -3.1% |
| 30D | -13.3% | +7.4% | -20.7% | -14.7% |
| 3M | -12.3% | -8.4% | -3.9% | -11.0% |
| 6M | -31.5% | -12.7% | -18.7% | -30.1% |
| YTD | -36.1% | +7.8% | -43.9% | -37.7% |
| 1Y | -54.1% | +19.5% | -73.5% | -56.9% |
| All | -52.7% | +117.9% | -170.7% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling