+581.1%
BRO vs URA
-29.9%
+611.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.2% |
| 7D | -7.6% | +5.7% | -13.4% | -8.5% |
| 30D | -6.9% | +5.6% | -12.5% | -7.8% |
| 3M | +12.8% | +6.2% | +6.6% | +11.0% |
| 6M | -5.9% | -8.2% | +2.4% | -5.9% |
| YTD | -15.9% | +9.7% | -25.6% | -19.5% |
| 1Y | -28.1% | +17.0% | -45.1% | -32.9% |
| 3Y | -7.0% | +118.5% | -125.5% | -26.3% |
| 5Y | +18.0% | +134.3% | -116.3% | -11.6% |
| 10Y | +293.9% | +377.5% | -83.6% | +131.4% |
| All | +581.1% | -29.9% | +611.0% | +463.0% |
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