+242.6%
URI vs BROS
+10.5%
+232.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.5% | -7.8% | -2.4% |
| 7D | +6.7% | +6.3% | +0.4% | +5.6% |
| 30D | +8.9% | -8.3% | +17.2% | +10.1% |
| 3M | +0.5% | -29.8% | +30.3% | +6.0% |
| 6M | +20.7% | -25.8% | +46.5% | +24.8% |
| YTD | +40.0% | -41.4% | +81.4% | +49.5% |
| 1Y | +34.4% | -35.2% | +69.6% | +40.9% |
| 3Y | +149.5% | +32.8% | +116.7% | +120.3% |
| 5Y | +205.6% | -42.2% | +247.7% | +183.6% |
| All | +242.6% | +10.5% | +232.1% | +220.6% |
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