+39.8%
BKNG vs BROS
+57.4%
-17.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.0% |
| 7D | -10.7% | -6.1% | -4.6% | -9.9% |
| 30D | -18.1% | -12.4% | -5.7% | -16.6% |
| 3M | +8.5% | -27.9% | +36.5% | +12.9% |
| 6M | -0.1% | -16.8% | +16.7% | +1.5% |
| YTD | -18.2% | -29.0% | +10.8% | -15.5% |
| 1Y | -19.9% | -33.2% | +13.3% | -17.0% |
| All | +39.8% | +57.4% | -17.5% | +30.5% |
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