-28.6%
BROS vs URA
+20.2%
-48.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -2.1% |
| 7D | -0.9% | +8.1% | -9.0% | -2.5% |
| 30D | -13.5% | +5.8% | -19.2% | -14.5% |
| 3M | -18.4% | +3.4% | -21.9% | -19.2% |
| 6M | -10.6% | -2.6% | -8.0% | -10.4% |
| YTD | -25.1% | +11.2% | -36.2% | -26.2% |
| 1Y | -28.6% | +19.8% | -48.5% | -30.5% |
| All | -28.6% | +20.2% | -48.9% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling