+103.9%
BP vs URA
+33.4%
+70.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.1% |
| 7D | -11.6% | -4.1% | -7.5% | -11.0% |
| 30D | 0.0% | -19.0% | +19.1% | +3.4% |
| 3M | +6.7% | -25.1% | +31.9% | +11.4% |
| 6M | +2.2% | -44.5% | +46.6% | +12.3% |
| YTD | +33.0% | -24.3% | +57.3% | +34.5% |
| 1Y | +30.7% | -28.1% | +58.8% | +33.3% |
| 3Y | +44.2% | +40.7% | +3.5% | +14.4% |
| All | +103.9% | +33.4% | +70.5% | +62.0% |
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