+73.9%
BROS vs S
+16.9%
+57.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -6.7% | -7.7% | +1.0% | -4.9% |
| 30D | -29.1% | -5.3% | -23.7% | -28.5% |
| 3M | -16.7% | +20.3% | -37.0% | -21.9% |
| 6M | -11.6% | +47.4% | -59.0% | -23.2% |
| YTD | -23.9% | +32.5% | -56.4% | -31.9% |
| 1Y | -34.8% | +9.5% | -44.3% | -38.5% |
| All | +73.9% | +16.9% | +57.0% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling