+179.2%
URI vs BROS
-50.1%
+229.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.6% |
| 7D | -9.8% | -21.2% | +11.4% | -5.9% |
| 30D | +1.7% | -11.6% | +13.3% | +3.7% |
| 3M | -9.1% | -36.7% | +27.6% | -1.6% |
| 6M | +9.9% | -42.8% | +52.7% | +19.8% |
| YTD | +31.2% | -44.8% | +76.1% | +42.9% |
| 1Y | +25.9% | -36.5% | +62.5% | +33.2% |
| 3Y | +147.4% | +27.0% | +120.4% | +112.5% |
| All | +179.2% | -50.1% | +229.3% | +167.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling