+27.0%
BROS vs COMP
-18.4%
+45.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -6.7% | +1.4% | -8.0% | -7.0% |
| 30D | -29.1% | -13.3% | -15.7% | -26.8% |
| 3M | -16.7% | +41.1% | -57.8% | -23.4% |
| 6M | -11.6% | +17.2% | -28.8% | -16.4% |
| YTD | -23.9% | +5.2% | -29.1% | -26.7% |
| 1Y | -34.8% | +18.9% | -53.7% | -39.3% |
| 3Y | +62.1% | +215.9% | -153.8% | +12.1% |
| All | +27.0% | -18.4% | +45.4% | -4.9% |
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