+24.8%
UPS vs BROS
-37.3%
+62.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.5% | -4.7% | +0.8% |
| 7D | +3.8% | +6.3% | -2.5% | +2.7% |
| 30D | +17.4% | -8.3% | +25.7% | +18.2% |
| 3M | +8.2% | -29.8% | +38.0% | +13.5% |
| 6M | +17.9% | -25.8% | +43.8% | +21.4% |
| YTD | +18.7% | -41.4% | +60.1% | +27.5% |
| 1Y | +24.8% | -35.2% | +60.0% | +29.4% |
| All | +24.8% | -37.3% | +62.1% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling