+123.3%
UAL vs BRO
-7.4%
+130.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.0% | -8.6% | +6.6% | +0.1% |
| 30D | -15.7% | -6.9% | -8.8% | -14.3% |
| 3M | +3.6% | +10.5% | -6.9% | +0.1% |
| 6M | +16.9% | -2.8% | +19.7% | +17.4% |
| YTD | -4.8% | -16.1% | +11.4% | +0.7% |
| 1Y | -0.9% | -27.6% | +26.6% | +11.3% |
| All | +123.3% | -7.4% | +130.7% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling