-33.2%
BROS vs OMC
+5.7%
-38.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.8% | -3.4% |
| 7D | -6.1% | -6.2% | +0.2% | -5.9% |
| 30D | -12.4% | -7.6% | -4.8% | -12.1% |
| 3M | -27.9% | +7.4% | -35.3% | -28.5% |
| 6M | -16.8% | +0.1% | -16.9% | -16.9% |
| YTD | -29.0% | +0.4% | -29.5% | -27.8% |
| 1Y | -33.2% | +7.8% | -41.0% | -33.3% |
| All | -33.2% | +5.7% | -38.9% | -33.3% |
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