+30.6%
UPS vs BRO
-3.6%
+34.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.5% | +0.3% | +4.4% |
| 7D | +8.2% | +12.4% | -4.2% | +7.4% |
| 30D | +22.7% | +21.6% | +1.2% | +21.1% |
| 3M | +6.4% | +4.3% | +2.1% | +5.5% |
| 6M | +22.6% | +29.2% | -6.6% | +20.3% |
| YTD | +20.7% | -6.4% | +27.1% | +23.7% |
| 1Y | +30.6% | -5.3% | +35.9% | +33.2% |
| All | +30.6% | -3.6% | +34.2% | +33.2% |
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