+237.9%
UAL vs BRO
+491.6%
-253.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | +0.8% |
| 7D | -1.1% | -7.6% | +6.5% | +5.0% |
| 30D | -13.4% | -6.9% | -6.6% | -8.9% |
| 3M | -2.3% | +12.8% | -15.1% | -13.2% |
| 6M | +13.3% | -5.9% | +19.2% | +14.4% |
| YTD | -4.2% | -15.9% | +11.7% | +4.7% |
| 1Y | +1.4% | -28.1% | +29.5% | +24.7% |
| 3Y | +125.8% | -7.0% | +132.8% | +113.9% |
| 5Y | +130.0% | +18.0% | +112.0% | +70.0% |
| 10Y | +104.2% | +293.9% | -189.7% | -49.5% |
| All | +237.9% | +491.6% | -253.7% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling