+7.8%
BR vs URA
+131.0%
-123.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -2.8% |
| 7D | -5.9% | +8.1% | -14.1% | -6.7% |
| 30D | +1.9% | +5.8% | -3.9% | +1.2% |
| 3M | +14.7% | +3.4% | +11.2% | +14.0% |
| 6M | -12.8% | -2.6% | -10.1% | -13.2% |
| YTD | -23.0% | +11.2% | -34.2% | -25.6% |
| 1Y | -31.7% | +19.8% | -51.5% | -35.4% |
| 3Y | -4.8% | +121.5% | -126.2% | -22.2% |
| 5Y | +7.8% | +134.5% | -126.6% | -16.2% |
| All | +7.8% | +131.0% | -123.2% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling