-6.7%
BR vs URA
-11.5%
+4.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.3% |
| 7D | -5.3% | +1.1% | -6.4% | -5.2% |
| 30D | +6.4% | +7.4% | -0.9% | +7.2% |
| 3M | +13.6% | -8.4% | +22.0% | +13.7% |
| 6M | -6.7% | -12.7% | +6.0% | -7.4% |
| All | -6.7% | -11.5% | +4.8% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling