-13.3%
BKNG vs BRO
-4.7%
-8.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | +12.2% | +9.9% | +2.2% | +7.4% |
| 30D | +7.0% | +22.3% | -15.3% | -2.4% |
| 3M | -18.3% | +5.3% | -23.6% | -20.3% |
| 6M | +1.1% | +30.3% | -29.2% | -8.3% |
| YTD | -20.7% | -5.7% | -14.9% | -23.5% |
| 1Y | -13.3% | -3.5% | -9.9% | -16.3% |
| All | -13.3% | -4.7% | -8.7% | -16.3% |
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