-50.2%
BLDR vs URA
+36.0%
-86.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -5.4% |
| 7D | -3.7% | -4.1% | +0.5% | -2.9% |
| 30D | +16.8% | -19.0% | +35.8% | +21.8% |
| 3M | -13.7% | -25.1% | +11.4% | -8.6% |
| 6M | -21.9% | -44.5% | +22.6% | -12.2% |
| YTD | -39.2% | -24.3% | -14.9% | -36.2% |
| 1Y | -42.6% | -28.1% | -14.5% | -39.3% |
| 3Y | -50.2% | +40.7% | -90.9% | -57.2% |
| All | -50.2% | +36.0% | -86.2% | -57.2% |
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