+221.0%
URI vs BROS
+3.9%
+217.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.5% |
| 7D | -9.8% | -21.2% | +11.4% | -6.4% |
| 30D | +1.7% | -11.6% | +13.3% | +3.5% |
| 3M | -9.1% | -36.7% | +27.6% | -2.5% |
| 6M | +9.9% | -42.8% | +52.7% | +18.6% |
| YTD | +31.2% | -44.8% | +76.1% | +41.6% |
| 1Y | +25.9% | -36.5% | +62.5% | +32.5% |
| 3Y | +147.4% | +27.0% | +120.4% | +120.2% |
| 5Y | +179.7% | -50.3% | +230.1% | +162.5% |
| All | +221.0% | +3.9% | +217.1% | +203.6% |
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