-7.9%
BROS vs COMP
-25.1%
+17.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.7% |
| 3M | -36.7% | -18.8% | -17.8% | -33.9% |
| 6M | -42.8% | +10.5% | -53.3% | -44.7% |
| YTD | -44.8% | -3.4% | -41.4% | -45.9% |
| 1Y | -36.5% | +19.7% | -56.2% | -40.8% |
| 3Y | +27.0% | +381.6% | -354.6% | -20.2% |
| 5Y | -50.3% | -17.6% | -32.7% | -60.0% |
| All | -7.9% | -25.1% | +17.2% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling