+81.1%
UBER vs BROS
+10.5%
+70.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | -0.5% |
| 7D | +1.6% | +6.3% | -4.7% | +0.3% |
| 30D | +0.6% | -8.3% | +8.9% | +1.6% |
| 3M | -8.2% | -29.8% | +21.6% | -2.3% |
| 6M | -6.7% | -25.8% | +19.1% | -3.2% |
| YTD | -14.7% | -41.4% | +26.6% | -7.8% |
| 1Y | -24.1% | -35.2% | +11.1% | -19.9% |
| 3Y | +33.4% | +32.8% | +0.6% | +12.1% |
| 5Y | +54.5% | -42.2% | +96.6% | +42.6% |
| All | +81.1% | +10.5% | +70.6% | +62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling