-7.8%
BRO vs QSR
+25.8%
-33.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -7.3% | -4.0% | -3.3% | -6.2% |
| 30D | -6.9% | +2.8% | -9.6% | -7.5% |
| 3M | +10.7% | +5.1% | +5.6% | +9.3% |
| 6M | -2.7% | +8.8% | -11.5% | -4.8% |
| YTD | -16.3% | +14.8% | -31.2% | -19.3% |
| 1Y | -29.1% | +25.7% | -54.8% | -33.1% |
| 3Y | -7.8% | +27.5% | -35.4% | -16.0% |
| All | -7.8% | +25.8% | -33.6% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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