-3.8%
BROS vs URA
+45.7%
-49.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +2.0% | +3.6% |
| 7D | -19.0% | +0.3% | -19.3% | -18.8% |
| 30D | -7.3% | -14.8% | +7.5% | -2.1% |
| 3M | -31.2% | -25.3% | -5.9% | -24.5% |
| 6M | -33.0% | -39.9% | +6.9% | -21.6% |
| YTD | -42.4% | -22.4% | -19.9% | -39.5% |
| 1Y | -37.7% | -29.0% | -8.8% | -32.8% |
| 3Y | +28.2% | +41.0% | -12.8% | -1.8% |
| 5Y | -43.4% | +38.3% | -81.7% | -62.0% |
| All | -3.8% | +45.7% | -49.5% | -34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling