-2.1%
BKNG vs BROS
-10.8%
+8.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.4% |
| 7D | -13.1% | -6.6% | -6.5% | -12.0% |
| 30D | -18.5% | -12.3% | -6.2% | -16.6% |
| 3M | +5.8% | -22.2% | +28.0% | +9.2% |
| 6M | -2.1% | -14.3% | +12.2% | -3.7% |
| All | -2.1% | -10.8% | +8.7% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling