+32.8%
BROS vs COO
-24.0%
+56.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.2% |
| 7D | +6.3% | +0.5% | +5.8% | +6.2% |
| 30D | -8.3% | +14.2% | -22.5% | -12.1% |
| 3M | -29.8% | -18.2% | -11.6% | -25.1% |
| 6M | -25.8% | +5.3% | -31.2% | -27.6% |
| YTD | -41.4% | -23.6% | -17.8% | -36.2% |
| 1Y | -35.2% | -12.7% | -22.5% | -32.3% |
| 3Y | +32.8% | -24.2% | +57.0% | +35.6% |
| All | +32.8% | -24.0% | +56.8% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling