+199.1%
URI vs BRO
+17.6%
+181.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.1% | -7.3% | +5.3% | +0.8% |
| 30D | -12.4% | -6.9% | -5.6% | -10.2% |
| 3M | -7.3% | +10.7% | -17.9% | -12.6% |
| 6M | +27.2% | -2.7% | +29.9% | +26.6% |
| YTD | +23.0% | -16.3% | +39.3% | +31.4% |
| 1Y | +3.9% | -29.1% | +33.0% | +20.4% |
| 3Y | +121.6% | -7.8% | +129.5% | +113.6% |
| All | +199.1% | +17.6% | +181.5% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling