+206.7%
UAL vs BROS
+25.7%
+181.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.4% | +2.6% |
| 7D | +8.2% | -21.2% | +29.4% | +14.3% |
| 30D | +2.3% | -11.6% | +13.9% | +4.7% |
| 3M | -12.7% | -36.7% | +24.0% | -2.8% |
| 6M | +12.7% | -42.8% | +55.5% | +27.2% |
| YTD | +0.8% | -44.8% | +45.7% | +13.9% |
| 1Y | +17.8% | -36.5% | +54.3% | +28.7% |
| 3Y | +206.7% | +27.0% | +179.7% | +207.8% |
| All | +206.7% | +25.7% | +181.0% | +207.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling