-7.8%
BRO vs URA
+101.1%
-108.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.4% |
| 7D | -7.3% | -5.5% | -1.8% | -7.5% |
| 30D | -6.9% | -3.7% | -3.2% | -7.0% |
| 3M | +10.7% | -2.9% | +13.6% | +10.9% |
| 6M | -2.7% | -15.2% | +12.6% | -2.6% |
| YTD | -16.3% | +1.9% | -18.2% | -16.8% |
| 1Y | -29.1% | +6.9% | -36.0% | -30.0% |
| 3Y | -7.8% | +99.6% | -107.4% | -16.7% |
| All | -7.8% | +101.1% | -108.9% | -16.7% |
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 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