+208.7%
URI vs BROS
+41.2%
+167.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | +2.5% | -0.9% | +3.5% | +2.6% |
| 30D | -12.5% | -13.5% | +0.9% | -10.5% |
| 3M | -6.2% | -18.4% | +12.2% | -3.9% |
| 6M | +25.9% | -10.6% | +36.5% | +26.3% |
| YTD | +26.2% | -25.1% | +51.3% | +30.0% |
| 1Y | +5.5% | -28.6% | +34.1% | +9.1% |
| 3Y | +125.0% | +65.6% | +59.4% | +92.3% |
| All | +208.7% | +41.2% | +167.5% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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