+44.8%
BLK vs URA
+25.6%
+19.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +3.7% | -1.5% | +5.3% | +4.1% |
| 30D | +13.9% | -10.4% | +24.3% | +17.0% |
| 3M | +3.9% | -29.6% | +33.6% | +13.3% |
| 6M | +13.0% | -40.3% | +53.3% | +28.0% |
| YTD | +16.1% | -25.5% | +41.6% | +21.7% |
| 1Y | +16.8% | -26.4% | +43.2% | +22.4% |
| 3Y | +97.7% | +31.4% | +66.2% | +63.3% |
| All | +44.8% | +25.6% | +19.2% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling