+1,014.0%
BR vs URA
-31.1%
+1,045.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.5% |
| 7D | -5.3% | +1.1% | -6.4% | -5.5% |
| 30D | +6.4% | +7.4% | -0.9% | +4.9% |
| 3M | +13.6% | -8.4% | +22.0% | +14.7% |
| 6M | -6.7% | -12.7% | +6.0% | -5.8% |
| YTD | -21.1% | +7.8% | -28.9% | -24.5% |
| 1Y | -29.6% | +19.5% | -49.0% | -34.9% |
| 3Y | -2.4% | +116.4% | -118.8% | -23.7% |
| 5Y | +11.2% | +134.3% | -123.0% | -18.1% |
| 10Y | +191.8% | +359.3% | -167.5% | +69.5% |
| All | +1,014.0% | -31.1% | +1,045.1% | +840.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling