+225.3%
UMC vs BRO
-26.2%
+251.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.2% | -6.5% | -1.1% |
| 7D | +5.4% | -4.3% | +9.8% | +2.8% |
| 30D | +14.4% | -3.1% | +17.5% | +12.6% |
| 3M | +3.0% | +14.2% | -11.1% | +11.6% |
| 6M | +140.4% | +0.6% | +139.8% | +151.9% |
| YTD | +183.5% | -13.6% | +197.1% | +180.4% |
| All | +225.3% | -26.2% | +251.5% | +222.3% |
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