+174.5%
UAL vs BROS
+10.8%
+163.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.6% | +0.1% | +5.3% |
| 7D | +10.2% | -17.9% | +28.1% | +14.7% |
| 30D | +12.0% | -5.4% | +17.4% | +12.7% |
| 3M | -7.1% | -32.1% | +25.0% | +0.6% |
| 6M | +20.9% | -31.7% | +52.6% | +29.7% |
| YTD | +7.7% | -41.2% | +48.8% | +18.8% |
| 1Y | +23.6% | -32.6% | +56.2% | +32.3% |
| 3Y | +222.6% | +32.7% | +189.9% | +191.1% |
| 5Y | +127.9% | -44.2% | +172.2% | +118.8% |
| All | +174.5% | +10.8% | +163.7% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling