-24.1%
UBER vs BROS
-37.3%
+13.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | +0.1% |
| 7D | +1.6% | +6.3% | -4.7% | +0.9% |
| 30D | +0.6% | -8.3% | +8.9% | +1.1% |
| 3M | -8.2% | -29.8% | +21.6% | -5.0% |
| 6M | -6.7% | -25.8% | +19.1% | -6.4% |
| YTD | -14.7% | -41.4% | +26.6% | -12.4% |
| 1Y | -24.1% | -35.2% | +11.1% | -21.8% |
| All | -24.1% | -37.3% | +13.2% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling