-29.1%
BRO vs REPL
+119.0%
-148.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.3% |
| 7D | -7.3% | -14.1% | +6.8% | -7.6% |
| 30D | -6.9% | -15.2% | +8.4% | -7.1% |
| 3M | +10.7% | +49.9% | -39.2% | +12.5% |
| 6M | -2.7% | +63.5% | -66.2% | +1.1% |
| YTD | -16.3% | +32.9% | -49.2% | -13.1% |
| 1Y | -29.1% | +115.0% | -144.1% | -26.2% |
| All | -29.1% | +119.0% | -148.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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