+1,182.4%
URI vs BB
+28.9%
+1,153.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -6.0% | +11.6% | -17.6% | -7.9% |
| 30D | +4.6% | +2.6% | +2.0% | +3.6% |
| 3M | -2.7% | +3.5% | -6.2% | -4.2% |
| 6M | +18.4% | +43.5% | -25.1% | +7.5% |
| YTD | +37.4% | +141.2% | -103.8% | +12.0% |
| 1Y | +30.4% | +97.4% | -67.0% | +10.2% |
| 3Y | +147.9% | +151.1% | -3.2% | +89.0% |
| 5Y | +202.1% | -12.8% | +214.9% | +170.0% |
| 10Y | +1,182.4% | +27.5% | +1,155.0% | +701.5% |
| All | +1,182.4% | +28.9% | +1,153.5% | +701.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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