+315.9%
BP vs URI
+7,377.6%
-7,061.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.1% | +5.1% | -0.6% |
| 7D | -11.2% | -12.9% | +1.7% | -8.8% |
| 30D | -0.7% | -3.4% | +2.7% | -0.1% |
| 3M | +9.8% | -10.0% | +19.8% | +11.7% |
| 6M | -1.6% | +12.2% | -13.8% | -4.7% |
| YTD | +33.5% | +29.8% | +3.7% | +23.9% |
| 1Y | +31.7% | +24.6% | +7.1% | +23.1% |
| 3Y | +45.1% | +137.6% | -92.5% | +16.5% |
| 5Y | +105.9% | +176.6% | -70.7% | +57.5% |
| 10Y | +134.4% | +1,402.6% | -1,268.1% | +28.3% |
| All | +315.9% | +7,377.6% | -7,061.7% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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