+25,535.4%
BRO vs SONY
+526.3%
+25,009.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.1% |
| 3M | +10.7% | +13.0% | -2.3% | +8.4% |
| 6M | -2.7% | +11.2% | -13.9% | -4.7% |
| YTD | -16.3% | -6.6% | -9.7% | -15.7% |
| 1Y | -29.1% | -18.1% | -11.0% | -27.1% |
| 3Y | -7.8% | +42.1% | -49.9% | -15.0% |
| 5Y | +18.7% | +11.0% | +7.7% | +13.3% |
| 10Y | +291.9% | +289.2% | +2.7% | +199.5% |
| All | +25,535.4% | +526.3% | +25,009.2% | +17,055.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling