-43.4%
BROS vs COMP
-18.6%
-24.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.4% | +5.4% | -0.3% |
| 7D | -19.0% | +7.2% | -26.2% | -20.2% |
| 30D | -7.3% | +6.4% | -13.6% | -8.7% |
| 3M | -31.2% | -19.4% | -11.8% | -28.0% |
| 6M | -33.0% | +14.6% | -47.6% | -35.9% |
| YTD | -42.4% | -5.5% | -36.9% | -43.2% |
| 1Y | -37.7% | +13.7% | -51.4% | -41.3% |
| 3Y | +28.2% | +409.7% | -381.5% | -21.6% |
| 5Y | -43.4% | -17.0% | -26.3% | -46.3% |
| All | -43.4% | -18.6% | -24.7% | -46.3% |
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