-34.8%
BROS vs OMC
+9.8%
-44.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.8% |
| 7D | -6.7% | -6.4% | -0.3% | -6.5% |
| 30D | -29.1% | +1.1% | -30.2% | -29.1% |
| 3M | -16.7% | +10.4% | -27.1% | -17.2% |
| 6M | -11.6% | -1.7% | -9.9% | -11.5% |
| YTD | -23.9% | +4.4% | -28.4% | -22.8% |
| 1Y | -34.8% | +8.4% | -43.2% | -34.7% |
| All | -34.8% | +9.8% | -44.5% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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