-45.7%
BROS vs OMC
+48.8%
-94.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -2.9% |
| 7D | -2.5% | -0.3% | -2.2% | -2.3% |
| 30D | -11.2% | +10.6% | -21.9% | -14.5% |
| 3M | -33.9% | +2.6% | -36.5% | -34.7% |
| 6M | -33.5% | +16.6% | -50.1% | -38.2% |
| YTD | -44.9% | +10.9% | -55.8% | -48.2% |
| 1Y | -41.5% | +22.1% | -63.6% | -47.6% |
| 3Y | +22.4% | +27.5% | -5.0% | +1.0% |
| 5Y | -45.7% | +50.6% | -96.3% | -60.5% |
| All | -45.7% | +48.8% | -94.4% | -60.5% |
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