+27.5%
UAL vs BROS
-18.6%
+46.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.9% | +7.0% | +7.6% |
| 7D | +11.9% | +2.5% | +9.5% | +11.0% |
| 30D | +5.2% | +15.1% | -9.8% | -0.2% |
| 3M | -12.7% | -31.4% | +18.7% | -0.6% |
| 6M | +28.5% | -22.6% | +51.1% | +35.9% |
| YTD | +3.5% | -28.1% | +31.7% | +8.9% |
| 1Y | +27.5% | -20.3% | +47.8% | +28.4% |
| All | +27.5% | -18.6% | +46.1% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling