-5.8%
BROS vs COMP
-32.4%
+26.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -8.2% | -13.2% | -19.5% |
| 7D | -21.4% | -1.8% | -19.6% | -20.8% |
| 30D | -11.5% | -0.8% | -10.7% | -11.2% |
| 3M | -47.4% | -28.1% | -19.2% | -43.3% |
| 6M | -39.5% | +27.0% | -66.5% | -43.6% |
| YTD | -43.5% | -12.8% | -30.8% | -43.2% |
| 1Y | -37.8% | +4.9% | -42.7% | -40.0% |
| 3Y | +30.5% | +321.0% | -290.5% | -15.3% |
| 5Y | -49.1% | -25.6% | -23.6% | -58.0% |
| All | -5.8% | -32.4% | +26.6% | -26.3% |
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 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