-20.3%
BROS vs COMP
+23.8%
-44.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.8% | -1.2% |
| 7D | +2.5% | +9.5% | -7.0% | -0.2% |
| 30D | +15.1% | +8.1% | +7.0% | +12.0% |
| 3M | -31.4% | -16.3% | -15.1% | -28.3% |
| 6M | -22.6% | +42.2% | -64.8% | -32.1% |
| YTD | -28.1% | -5.0% | -23.1% | -29.0% |
| 1Y | -20.3% | +20.1% | -40.4% | -27.0% |
| All | -20.3% | +23.8% | -44.1% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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