+121.6%
URI vs BRO
-7.6%
+129.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.1% | -7.3% | +5.3% | -0.8% |
| 30D | -12.4% | -6.9% | -5.6% | -11.4% |
| 3M | -7.3% | +10.7% | -17.9% | -10.2% |
| 6M | +27.2% | -2.7% | +29.9% | +27.6% |
| YTD | +23.0% | -16.3% | +39.3% | +29.1% |
| 1Y | +3.9% | -29.1% | +33.0% | +14.9% |
| 3Y | +121.6% | -7.8% | +129.5% | +136.2% |
| All | +121.6% | -7.6% | +129.3% | +136.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling