+130.2%
BP vs URA
+278.3%
-148.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.6% |
| 7D | -11.6% | -4.1% | -7.5% | -10.6% |
| 30D | 0.0% | -19.0% | +19.1% | +5.7% |
| 3M | +6.7% | -25.1% | +31.9% | +14.4% |
| 6M | +2.2% | -44.5% | +46.6% | +18.4% |
| YTD | +33.0% | -24.3% | +57.3% | +36.2% |
| 1Y | +30.7% | -28.1% | +58.8% | +35.4% |
| 3Y | +44.2% | +40.7% | +3.5% | +8.2% |
| 5Y | +105.1% | +35.5% | +69.7% | +48.6% |
| All | +130.2% | +278.3% | -148.0% | -9.2% |
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 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