+91.7%
BKNG vs BRO
+17.6%
+74.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -9.8% | -7.3% | -2.5% | -6.8% |
| 30D | -17.9% | -6.9% | -11.0% | -15.3% |
| 3M | +6.6% | +10.7% | -4.1% | +2.5% |
| 6M | +1.1% | -2.7% | +3.8% | +2.0% |
| YTD | -18.2% | -16.3% | -1.9% | -12.7% |
| 1Y | -20.2% | -29.1% | +8.9% | -9.2% |
| 3Y | +39.9% | -7.8% | +47.7% | +39.7% |
| All | +91.7% | +17.6% | +74.0% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling