+19.7%
BROS vs OMC
+30.4%
-10.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.3% |
| 7D | -5.8% | -4.4% | -1.4% | -4.3% |
| 30D | -14.0% | -7.6% | -6.4% | -11.7% |
| 3M | -32.5% | +4.5% | -37.0% | -34.5% |
| 6M | -14.9% | -0.3% | -14.6% | -16.0% |
| YTD | -28.3% | -0.1% | -28.2% | -29.8% |
| 1Y | -34.0% | +4.6% | -38.6% | -37.2% |
| 3Y | +63.0% | +10.5% | +52.5% | +44.3% |
| All | +19.7% | +30.4% | -10.7% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling