+121.6%
URI vs BRKR
-11.8%
+133.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.1% | -8.7% | +6.6% | -0.1% |
| 30D | -12.4% | -9.9% | -2.6% | -10.5% |
| 3M | -7.3% | -3.1% | -4.2% | -8.3% |
| 6M | +27.2% | +45.5% | -18.3% | +12.0% |
| YTD | +23.0% | +13.7% | +9.3% | +15.9% |
| 1Y | +3.9% | +67.4% | -63.5% | -12.7% |
| 3Y | +121.6% | -13.2% | +134.8% | +112.5% |
| All | +121.6% | -11.8% | +133.4% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling