-41.5%
BROS vs COMP
+6.6%
-48.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.0% |
| 7D | -2.5% | +8.9% | -11.4% | -5.3% |
| 30D | -11.2% | +14.0% | -25.2% | -14.6% |
| 3M | -33.9% | -21.1% | -12.8% | -29.6% |
| 6M | -33.5% | +20.1% | -53.6% | -38.1% |
| YTD | -44.9% | -5.0% | -39.9% | -45.3% |
| 1Y | -41.5% | +5.7% | -47.2% | -43.7% |
| All | -41.5% | +6.6% | -48.1% | -43.7% |
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