+88.6%
UBER vs BROS
+33.7%
+54.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +2.8% |
| 7D | -4.5% | -6.1% | +1.6% | -3.3% |
| 30D | -7.6% | -12.4% | +4.8% | -5.3% |
| 3M | +5.8% | -27.9% | +33.7% | +11.7% |
| 6M | +0.3% | -16.8% | +17.1% | +2.2% |
| YTD | -11.2% | -29.0% | +17.8% | -6.8% |
| 1Y | -23.0% | -33.2% | +10.2% | -18.7% |
| 3Y | +53.6% | +56.8% | -3.2% | +25.9% |
| All | +88.6% | +33.7% | +54.9% | +64.5% |
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