+112.8%
BP vs URA
+25.6%
+87.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +3.8% | -1.5% | +5.4% | +4.0% |
| 30D | -5.3% | -10.4% | +5.1% | -3.7% |
| 3M | +9.3% | -29.6% | +38.9% | +15.2% |
| 6M | +7.2% | -40.3% | +47.5% | +16.0% |
| YTD | +38.0% | -25.5% | +63.5% | +39.8% |
| 1Y | +33.2% | -26.4% | +59.6% | +34.9% |
| 3Y | +50.3% | +31.4% | +18.9% | +21.5% |
| All | +112.8% | +25.6% | +87.1% | +68.3% |
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 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