+27.0%
BROS vs URA
+102.4%
-75.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -6.7% | +1.1% | -7.7% | -7.0% |
| 30D | -29.1% | +7.4% | -36.5% | -31.0% |
| 3M | -16.7% | -8.4% | -8.3% | -15.0% |
| 6M | -11.6% | -12.7% | +1.1% | -8.9% |
| YTD | -23.9% | +7.8% | -31.7% | -28.3% |
| 1Y | -34.8% | +19.5% | -54.2% | -42.3% |
| 3Y | +62.1% | +116.4% | -54.3% | +5.6% |
| All | +27.0% | +102.4% | -75.4% | -22.0% |
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