-36.5%
BROS vs COMP
+25.5%
-61.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.7% | +1.0% | +4.9% |
| 7D | -17.9% | +14.5% | -32.5% | -20.9% |
| 30D | -5.4% | +14.9% | -20.3% | -9.2% |
| 3M | -32.1% | -14.2% | -17.8% | -29.5% |
| 6M | -31.7% | +23.7% | -55.4% | -36.9% |
| YTD | -41.2% | +2.1% | -43.3% | -42.7% |
| All | -36.5% | +25.5% | -61.9% | -41.1% |
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 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