-8.1%
BROS vs URA
+42.2%
-50.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | +0.1% | -2.4% |
| 7D | -2.5% | +4.5% | -6.9% | -3.9% |
| 30D | -11.2% | -13.4% | +2.2% | -6.7% |
| 3M | -33.9% | -28.4% | -5.5% | -26.4% |
| 6M | -33.5% | -40.5% | +7.0% | -21.8% |
| YTD | -44.9% | -24.3% | -20.7% | -41.7% |
| 1Y | -41.5% | -28.8% | -12.7% | -37.0% |
| 3Y | +22.4% | +37.6% | -15.2% | -5.4% |
| 5Y | -45.7% | +30.7% | -76.4% | -63.5% |
| All | -8.1% | +42.2% | -50.3% | -36.6% |
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