-20.3%
BROS vs OMC
+24.5%
-44.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +0.7% |
| 7D | +2.5% | +12.5% | -10.1% | +2.0% |
| 30D | +15.1% | +16.3% | -1.2% | +14.5% |
| 3M | -31.4% | +8.1% | -39.5% | -31.6% |
| 6M | -22.6% | +17.2% | -39.8% | -23.2% |
| YTD | -28.1% | +11.8% | -39.9% | -26.7% |
| 1Y | -20.3% | +23.9% | -44.2% | -17.9% |
| All | -20.3% | +24.5% | -44.8% | -17.9% |
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