-11.6%
BROS vs P
+59.3%
-71.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.9% |
| 7D | -6.7% | +6.5% | -13.2% | -6.0% |
| 30D | -29.1% | +18.8% | -47.9% | -27.7% |
| 3M | -16.7% | +26.7% | -43.5% | -14.7% |
| 6M | -11.6% | +62.2% | -73.8% | -17.5% |
| All | -11.6% | +59.3% | -71.0% | -17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling