+207.1%
URI vs BROS
+43.3%
+163.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -2.0% | -6.7% | +4.7% | -0.9% |
| 30D | -12.9% | -29.1% | +16.1% | -8.4% |
| 3M | -6.7% | -16.7% | +10.0% | -4.8% |
| 6M | +19.0% | -11.6% | +30.6% | +19.6% |
| YTD | +25.5% | -23.9% | +49.4% | +29.0% |
| 1Y | +5.5% | -34.8% | +40.3% | +10.8% |
| 3Y | +111.3% | +62.1% | +49.2% | +81.3% |
| All | +207.1% | +43.3% | +163.8% | +176.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling