+142.3%
BP vs URA
-51.6%
+193.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.8% |
| 7D | -11.6% | -4.1% | -7.5% | -10.5% |
| 30D | 0.0% | -19.0% | +19.1% | +6.4% |
| 3M | +6.7% | -25.1% | +31.9% | +15.5% |
| 6M | +2.2% | -44.5% | +46.6% | +20.3% |
| YTD | +33.0% | -24.3% | +57.3% | +37.1% |
| 1Y | +30.7% | -28.1% | +58.8% | +36.4% |
| 3Y | +44.2% | +40.7% | +3.5% | +8.4% |
| 5Y | +105.1% | +35.5% | +69.7% | +48.8% |
| 10Y | +133.5% | +281.2% | -147.6% | -1.7% |
| All | +142.3% | -51.6% | +193.9% | +87.1% |
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