+125.0%
BP vs URA
+371.9%
-246.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.5% |
| 7D | +0.9% | +8.1% | -7.2% | -1.3% |
| 30D | +9.1% | +5.8% | +3.4% | +7.0% |
| 3M | +3.9% | +3.4% | +0.5% | +1.7% |
| 6M | +13.6% | -2.6% | +16.3% | +11.1% |
| YTD | +34.0% | +11.2% | +22.9% | +24.0% |
| 1Y | +39.2% | +19.8% | +19.3% | +22.7% |
| 3Y | +36.4% | +121.5% | -85.0% | -10.7% |
| 5Y | +135.8% | +134.5% | +1.3% | +39.6% |
| 10Y | +125.0% | +376.7% | -251.7% | -18.3% |
| All | +125.0% | +371.9% | -246.9% | -18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling