-7.8%
BRO vs BB
+64.9%
-72.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -7.3% | -0.4% | -6.9% | -7.3% |
| 30D | -6.9% | -12.5% | +5.7% | -6.9% |
| 3M | +10.7% | -17.4% | +28.1% | +10.6% |
| 6M | -2.7% | +119.1% | -121.8% | -5.1% |
| YTD | -16.3% | +102.4% | -118.7% | -18.3% |
| 1Y | -29.1% | +98.2% | -127.3% | -30.9% |
| 3Y | -7.8% | +46.9% | -54.8% | -15.2% |
| All | -7.8% | +64.9% | -72.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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