-37.7%
BROS vs URA
-30.3%
-7.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +2.0% | +3.9% |
| 7D | -19.0% | +0.3% | -19.3% | -18.9% |
| 30D | -7.3% | -14.8% | +7.5% | -4.2% |
| 3M | -31.2% | -25.3% | -5.9% | -27.2% |
| 6M | -33.0% | -39.9% | +6.9% | -25.6% |
| YTD | -42.4% | -22.4% | -19.9% | -38.8% |
| 1Y | -37.7% | -29.0% | -8.8% | -33.3% |
| All | -37.7% | -30.3% | -7.4% | -33.3% |
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