-1.8%
BROS vs COMP
-20.8%
+19.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.7% | +1.0% | +5.3% |
| 7D | -17.9% | +14.5% | -32.5% | -20.3% |
| 30D | -5.4% | +14.9% | -20.3% | -8.4% |
| 3M | -32.1% | -14.2% | -17.8% | -29.9% |
| 6M | -31.7% | +23.7% | -55.4% | -35.7% |
| YTD | -41.2% | +2.1% | -43.3% | -43.1% |
| 1Y | -32.6% | +26.2% | -58.8% | -37.9% |
| 3Y | +32.7% | +470.9% | -438.2% | -19.8% |
| 5Y | -44.2% | -14.0% | -30.2% | -55.7% |
| All | -1.8% | -20.8% | +19.0% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling