+379.7%
BRO vs SHAK
+35.4%
+344.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.6% |
| 7D | -7.3% | -8.3% | +1.0% | -6.4% |
| 30D | -6.9% | -12.6% | +5.8% | -5.3% |
| 3M | +10.7% | +9.1% | +1.5% | +9.3% |
| 6M | -2.7% | -31.2% | +28.6% | +0.3% |
| YTD | -16.3% | -21.6% | +5.3% | -15.4% |
| 1Y | -29.1% | -38.8% | +9.7% | -26.2% |
| 3Y | -7.8% | +0.6% | -8.5% | -12.9% |
| 5Y | +18.7% | -22.5% | +41.3% | +12.2% |
| 10Y | +291.9% | +85.3% | +206.6% | +214.6% |
| All | +379.7% | +35.4% | +344.3% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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