-42.6%
BROS vs COMP
-10.9%
-31.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.8% | +6.1% |
| 7D | +6.3% | 0.0% | +6.3% | +6.3% |
| 30D | -8.3% | +16.6% | -24.9% | -11.6% |
| 3M | -29.8% | -23.5% | -6.3% | -25.5% |
| 6M | -25.8% | +25.7% | -51.6% | -30.5% |
| YTD | -41.4% | -3.4% | -38.0% | -42.6% |
| 1Y | -35.2% | +7.6% | -42.8% | -38.1% |
| 3Y | +32.8% | +423.6% | -390.8% | -19.5% |
| All | -42.6% | -10.9% | -31.7% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling