-50.2%
BROS vs COMP
-17.6%
-32.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.7% | -13.1% | -4.8% |
| 7D | -21.2% | +13.4% | -34.7% | -23.4% |
| 30D | -11.6% | +11.1% | -22.6% | -13.8% |
| 3M | -36.7% | -18.8% | -17.8% | -33.8% |
| 6M | -42.8% | +10.5% | -53.3% | -44.8% |
| YTD | -44.8% | -3.4% | -41.4% | -46.0% |
| 1Y | -36.5% | +19.7% | -56.2% | -40.9% |
| 3Y | +27.0% | +381.6% | -354.6% | -21.4% |
| All | -50.2% | -17.6% | -32.6% | -52.7% |
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 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