-25.9%
UPS vs BROS
+64.7%
-90.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | -2.1% | -0.9% | -1.2% | -2.1% |
| 30D | -2.3% | -13.5% | +11.1% | -1.0% |
| 3M | -5.2% | -18.4% | +13.2% | -3.6% |
| 6M | +1.4% | -10.6% | +12.0% | +2.0% |
| YTD | +6.1% | -25.1% | +31.2% | +8.2% |
| 1Y | +27.0% | -28.6% | +55.6% | +29.7% |
| 3Y | -25.9% | +65.6% | -91.5% | -34.0% |
| All | -25.9% | +64.7% | -90.6% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling