+2,755.7%
BLDR vs URA
-51.6%
+2,807.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -6.5% |
| 7D | -3.7% | -4.1% | +0.5% | -2.0% |
| 30D | +16.8% | -19.0% | +35.8% | +27.6% |
| 3M | -13.7% | -25.1% | +11.4% | -2.8% |
| 6M | -21.9% | -44.5% | +22.6% | +0.1% |
| YTD | -39.2% | -24.3% | -14.9% | -34.5% |
| 1Y | -42.6% | -28.1% | -14.5% | -37.2% |
| 3Y | -50.2% | +40.7% | -90.9% | -65.1% |
| 5Y | -7.0% | +35.5% | -42.4% | -37.8% |
| 10Y | +584.2% | +281.2% | +303.1% | +107.8% |
| All | +2,755.7% | -51.6% | +2,807.3% | +2,701.8% |
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 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