+72.4%
UBER vs BRO
+120.9%
-48.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -5.4% | -7.3% | +1.9% | -1.5% |
| 30D | -4.9% | -6.9% | +2.0% | -1.3% |
| 3M | +3.0% | +10.7% | -7.6% | -2.6% |
| 6M | -4.4% | -2.7% | -1.7% | -3.9% |
| YTD | -12.3% | -16.3% | +4.0% | -4.9% |
| 1Y | -24.3% | -29.1% | +4.8% | -10.6% |
| 3Y | +46.4% | -7.8% | +54.3% | +42.2% |
| 5Y | +79.7% | +18.7% | +60.9% | +43.6% |
| All | +72.4% | +120.9% | -48.5% | -18.4% |
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