+116.5%
UAL vs BROS
-43.5%
+160.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.5% | -8.2% | -3.4% |
| 7D | -3.0% | +6.3% | -9.3% | -4.6% |
| 30D | +10.5% | -8.3% | +18.8% | +12.1% |
| 3M | -13.5% | -29.8% | +16.3% | -6.1% |
| 6M | +14.2% | -25.8% | +40.0% | +20.9% |
| YTD | -2.2% | -41.4% | +39.1% | +9.3% |
| 1Y | +12.5% | -35.2% | +47.7% | +22.5% |
| 3Y | +186.8% | +32.8% | +154.1% | +149.6% |
| All | +116.5% | -43.5% | +160.0% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling