-20.3%
BROS vs P
+19.7%
-40.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.0% | +5.9% | +0.7% |
| 7D | +2.5% | -19.4% | +21.8% | +1.4% |
| 30D | +15.1% | -22.3% | +37.4% | +13.7% |
| 3M | -31.4% | +33.2% | -64.6% | -31.0% |
| 6M | -22.6% | +53.6% | -76.2% | -23.0% |
| YTD | -28.1% | +66.8% | -94.9% | -29.5% |
| 1Y | -20.3% | +17.5% | -37.8% | -22.1% |
| All | -20.3% | +19.7% | -40.0% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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