-6.7%
UBER vs BROS
-28.7%
+22.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | +0.3% |
| 7D | +1.6% | +6.3% | -4.7% | +1.1% |
| 30D | +0.6% | -8.3% | +8.9% | +1.0% |
| 3M | -8.2% | -29.8% | +21.6% | -7.1% |
| 6M | -6.7% | -25.8% | +19.1% | -11.8% |
| All | -6.7% | -28.7% | +22.0% | -11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling