+138.3%
BP vs URA
-31.1%
+169.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +3.9% | +1.1% | +2.9% | +3.5% |
| 30D | +7.6% | +7.4% | +0.2% | +4.7% |
| 3M | +0.7% | -8.4% | +9.1% | +2.2% |
| 6M | +15.5% | -12.7% | +28.2% | +16.8% |
| YTD | +30.8% | +7.8% | +23.0% | +21.5% |
| 1Y | +34.3% | +19.5% | +14.9% | +17.4% |
| 3Y | +35.1% | +116.4% | -81.4% | -11.8% |
| 5Y | +126.8% | +134.3% | -7.5% | +33.8% |
| 10Y | +123.4% | +359.3% | -235.9% | -9.5% |
| All | +138.3% | -31.1% | +169.4% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling