-0.7%
BKR vs BRO
-4.7%
+3.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.7% | -8.0% | -7.2% |
| 7D | -15.2% | +9.9% | -25.2% | -14.0% |
| 30D | -19.1% | +22.3% | -41.4% | -17.1% |
| 3M | -24.8% | +5.3% | -30.2% | -24.1% |
| 6M | -31.6% | +30.3% | -61.9% | -30.3% |
| YTD | +2.5% | -5.7% | +8.3% | +8.2% |
| 1Y | -0.7% | -3.5% | +2.8% | +5.0% |
| All | -0.7% | -4.7% | +3.9% | +5.0% |
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