+75.5%
UMC vs BRO
-4.7%
+80.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.7% | -17.4% | -16.2% |
| 7D | -25.8% | +9.9% | -35.8% | -20.0% |
| 30D | -42.3% | +22.3% | -64.6% | -32.1% |
| 3M | -30.6% | +5.3% | -36.0% | -26.2% |
| 6M | -2.8% | +30.3% | -33.2% | +17.3% |
| YTD | +73.2% | -5.7% | +79.0% | +80.6% |
| 1Y | +75.5% | -3.5% | +78.9% | +83.7% |
| All | +75.5% | -4.7% | +80.1% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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