-11.4%
BR vs URA
-27.8%
+16.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | -0.1% |
| 7D | +5.0% | +0.3% | +4.7% | +5.1% |
| 30D | +16.6% | -14.8% | +31.4% | +14.9% |
| 3M | +12.0% | -25.3% | +37.3% | +9.0% |
| 6M | +30.7% | -39.9% | +70.7% | +25.5% |
| YTD | -11.9% | -22.4% | +10.5% | -14.0% |
| All | -11.4% | -27.8% | +16.4% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling