+3.3%
BLK vs URA
+17.2%
-13.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -3.6% | +1.1% | -4.7% | -3.8% |
| 30D | -1.0% | +7.4% | -8.4% | -2.5% |
| 3M | +10.4% | -8.4% | +18.8% | +11.8% |
| 6M | +8.2% | -12.7% | +20.9% | +9.8% |
| YTD | +6.0% | +7.8% | -1.8% | +3.1% |
| 1Y | +3.3% | +19.5% | -16.1% | +2.5% |
| All | +3.3% | +17.2% | -13.9% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling