-37.5%
BROS vs Q
+28.9%
-66.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.5% |
| 7D | -20.4% | +6.6% | -27.0% | -21.6% |
| 30D | -6.1% | +2.7% | -8.8% | -6.8% |
| 3M | -29.4% | -8.4% | -21.0% | -28.0% |
| 6M | -31.5% | -17.3% | -14.2% | -30.2% |
| YTD | -42.8% | +55.3% | -98.1% | -54.5% |
| 1Y | -37.5% | +31.5% | -69.0% | -47.1% |
| All | -37.5% | +28.9% | -66.4% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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