+32.9%
URI vs BRO
-3.8%
+36.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.2% | -8.6% | -4.2% |
| 7D | -4.3% | +12.2% | -16.5% | -4.0% |
| 30D | +4.6% | +21.3% | -16.7% | +5.3% |
| 3M | -2.1% | +4.1% | -6.2% | -1.7% |
| 6M | +21.9% | +28.9% | -6.9% | +20.1% |
| YTD | +39.7% | -6.6% | +46.3% | +46.2% |
| 1Y | +32.9% | -5.6% | +38.4% | +38.2% |
| All | +32.9% | -3.8% | +36.7% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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