+96.9%
UBER vs BROS
+43.3%
+53.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -3.9% | -6.7% | +2.8% | -2.6% |
| 30D | +11.1% | -29.1% | +40.2% | +18.1% |
| 3M | +4.9% | -16.7% | +21.6% | +7.5% |
| 6M | -1.2% | -11.6% | +10.5% | -0.5% |
| YTD | -7.3% | -23.9% | +16.6% | -4.0% |
| 1Y | -17.6% | -34.8% | +17.2% | -12.6% |
| 3Y | +61.1% | +62.1% | -1.0% | +31.3% |
| All | +96.9% | +43.3% | +53.6% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling