+18.4%
BROS vs OMC
+31.1%
-12.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.8% | -3.9% |
| 7D | -6.1% | -6.2% | +0.2% | -4.0% |
| 30D | -12.4% | -7.6% | -4.8% | -10.1% |
| 3M | -27.9% | +7.4% | -35.3% | -30.8% |
| 6M | -16.8% | +0.1% | -16.9% | -18.0% |
| YTD | -29.0% | +0.4% | -29.5% | -30.7% |
| 1Y | -33.2% | +7.8% | -41.0% | -37.3% |
| 3Y | +56.8% | +11.8% | +44.9% | +38.1% |
| All | +18.4% | +31.1% | -12.7% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling