-34.8%
BROS vs BRO
-24.4%
-10.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | -6.7% | -2.6% | -4.1% | -6.2% |
| 30D | -29.1% | +0.9% | -30.0% | -29.2% |
| 3M | -16.7% | +24.8% | -41.5% | -19.9% |
| 6M | -11.6% | -0.1% | -11.5% | -12.7% |
| YTD | -23.9% | -9.7% | -14.2% | -23.1% |
| 1Y | -34.8% | -24.5% | -10.3% | -35.7% |
| All | -34.8% | -24.4% | -10.4% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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