+65.7%
UNP vs BROS
+10.5%
+55.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.5% | -7.1% | -1.1% |
| 7D | +4.2% | +6.3% | -2.1% | +3.7% |
| 30D | +5.6% | -8.3% | +13.9% | +6.1% |
| 3M | +2.0% | -29.8% | +31.8% | +4.4% |
| 6M | +15.4% | -25.8% | +41.2% | +17.1% |
| YTD | +32.7% | -41.4% | +74.1% | +36.5% |
| 1Y | +39.4% | -35.2% | +74.6% | +42.2% |
| 3Y | +54.3% | +32.8% | +21.5% | +46.5% |
| 5Y | +39.6% | -42.2% | +81.8% | +34.4% |
| All | +65.7% | +10.5% | +55.3% | +61.3% |
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