+32.7%
BROS vs COMP
+431.5%
-398.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.7% | +1.0% | +5.4% |
| 7D | -17.9% | +14.5% | -32.5% | -20.1% |
| 30D | -5.4% | +14.9% | -20.3% | -8.2% |
| 3M | -32.1% | -14.2% | -17.8% | -30.1% |
| 6M | -31.7% | +23.7% | -55.4% | -35.4% |
| YTD | -41.2% | +2.1% | -43.3% | -43.0% |
| 1Y | -32.6% | +26.2% | -58.8% | -37.3% |
| 3Y | +32.7% | +470.9% | -438.2% | -12.2% |
| All | +32.7% | +431.5% | -398.8% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling