+25.1%
BROS vs COO
-38.5%
+63.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.1% |
| 7D | -0.9% | -2.3% | +1.4% | +0.2% |
| 30D | -13.5% | -8.8% | -4.6% | -9.3% |
| 3M | -18.4% | +1.3% | -19.8% | -19.2% |
| 6M | -10.6% | -11.6% | +1.0% | -4.9% |
| YTD | -25.1% | -17.4% | -7.6% | -17.4% |
| 1Y | -28.6% | -1.6% | -27.0% | -28.8% |
| 3Y | +65.6% | -22.6% | +88.2% | +75.5% |
| All | +25.1% | -38.5% | +63.6% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling