+25.1%
BROS vs BR
+8.8%
+16.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.2% |
| 7D | -0.9% | -5.9% | +5.0% | +2.2% |
| 30D | -13.5% | +1.9% | -15.3% | -14.6% |
| 3M | -18.4% | +14.7% | -33.1% | -25.5% |
| 6M | -10.6% | -12.8% | +2.2% | -3.9% |
| YTD | -25.1% | -23.0% | -2.0% | -13.1% |
| 1Y | -28.6% | -31.7% | +3.0% | -10.2% |
| 3Y | +65.6% | -4.8% | +70.3% | +59.4% |
| All | +25.1% | +8.8% | +16.3% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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