-7.8%
BRO vs SONY
+42.2%
-50.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -7.3% | -2.7% | -4.6% | -6.9% |
| 30D | -6.9% | +1.5% | -8.4% | -7.0% |
| 3M | +10.7% | +13.0% | -2.3% | +8.8% |
| 6M | -2.7% | +11.2% | -13.9% | -4.3% |
| YTD | -16.3% | -6.6% | -9.7% | -16.0% |
| 1Y | -29.1% | -18.1% | -11.0% | -27.7% |
| 3Y | -7.8% | +42.1% | -49.9% | -13.6% |
| All | -7.8% | +42.2% | -50.1% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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