+25,667.1%
BRO vs COO
+5,454.1%
+20,213.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.2% | +3.8% | -1.9% |
| 7D | -7.6% | -9.0% | +1.3% | -7.0% |
| 30D | -6.9% | -16.8% | +10.0% | -5.5% |
| 3M | +12.8% | -7.5% | +20.3% | +13.5% |
| 6M | -5.9% | -16.3% | +10.4% | -4.6% |
| YTD | -15.9% | -22.5% | +6.7% | -14.3% |
| 1Y | -28.1% | -7.0% | -21.1% | -27.8% |
| 3Y | -7.0% | -27.5% | +20.4% | -5.4% |
| 5Y | +18.0% | -43.3% | +61.3% | +22.1% |
| 10Y | +293.9% | +37.6% | +256.3% | +284.0% |
| All | +25,667.1% | +5,454.1% | +20,213.0% | +19,845.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 all: compounded portfolio wealth divided by compounded COO 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…
all analysis · Full analysis span regression · 6 months rolling