+127.0%
BP vs URA
+289.1%
-162.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.6% |
| 7D | -6.3% | +0.3% | -6.6% | -6.5% |
| 30D | -3.6% | -14.8% | +11.2% | +0.4% |
| 3M | +5.2% | -25.3% | +30.5% | +13.0% |
| 6M | +5.3% | -39.9% | +45.2% | +19.2% |
| YTD | +33.1% | -22.4% | +55.5% | +35.4% |
| 1Y | +26.3% | -29.0% | +55.3% | +31.6% |
| 3Y | +47.5% | +41.0% | +6.5% | +11.0% |
| 5Y | +106.2% | +38.3% | +67.8% | +48.8% |
| 10Y | +127.0% | +276.1% | -149.1% | -11.4% |
| All | +127.0% | +289.1% | -162.1% | -11.4% |
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