-36.5%
BROS vs COO
-8.8%
-27.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.5% | +4.1% | +5.5% |
| 7D | -17.9% | +4.3% | -22.2% | -19.2% |
| 30D | -5.4% | +17.6% | -22.9% | -11.5% |
| 3M | -32.1% | -13.9% | -18.2% | -27.2% |
| 6M | -31.7% | +6.6% | -38.2% | -35.1% |
| YTD | -41.2% | -22.0% | -19.2% | -31.1% |
| All | -36.5% | -8.8% | -27.7% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling