+15.2%
BR vs URA
+49.7%
-34.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | +1.0% |
| 7D | +4.4% | +4.3% | +0.1% | +4.4% |
| 30D | +16.3% | -11.7% | +28.0% | +16.4% |
| 3M | +16.2% | -23.5% | +39.8% | +16.5% |
| 6M | +30.3% | -37.8% | +68.1% | +31.4% |
| YTD | -12.2% | -19.6% | +7.4% | -13.2% |
| 1Y | -11.3% | -24.8% | +13.5% | -11.9% |
| 3Y | +15.2% | +47.0% | -31.7% | +1.9% |
| All | +15.2% | +49.7% | -34.5% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling