+106.2%
UAL vs BRO
+294.2%
-188.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.3% |
| 7D | -1.4% | -7.3% | +5.9% | +3.3% |
| 30D | -12.2% | -6.9% | -5.4% | -8.6% |
| 3M | -2.5% | +10.7% | -13.1% | -10.1% |
| 6M | +21.1% | -2.7% | +23.8% | +19.9% |
| YTD | -1.8% | -16.3% | +14.5% | +6.9% |
| 1Y | +0.4% | -29.1% | +29.5% | +22.0% |
| 3Y | +130.3% | -7.8% | +138.1% | +121.5% |
| 5Y | +147.7% | +18.7% | +128.9% | +86.5% |
| All | +106.2% | +294.2% | -188.0% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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