+247.0%
URI vs BROS
+3.7%
+243.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.4% |
| 7D | +9.3% | -2.5% | +11.8% | +9.8% |
| 30D | +7.6% | -11.2% | +18.8% | +9.4% |
| 3M | +1.0% | -33.9% | +35.0% | +7.7% |
| 6M | +19.8% | -33.5% | +53.3% | +26.3% |
| YTD | +41.9% | -44.9% | +86.8% | +53.1% |
| 1Y | +33.4% | -41.5% | +74.9% | +42.3% |
| 3Y | +156.0% | +22.4% | +133.6% | +129.4% |
| 5Y | +209.5% | -45.7% | +255.2% | +190.4% |
| All | +247.0% | +3.7% | +243.3% | +228.4% |
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