+3.1%
BTDR vs BRO
-24.4%
+27.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +2.8% |
| 7D | +20.0% | -2.6% | +22.5% | +17.8% |
| 30D | +11.9% | +0.9% | +11.0% | +12.9% |
| 3M | -36.9% | +24.8% | -61.7% | -29.4% |
| 6M | +56.5% | -0.1% | +56.6% | +61.7% |
| YTD | +10.4% | -9.7% | +20.1% | +11.0% |
| 1Y | +3.1% | -24.5% | +27.6% | -4.0% |
| All | +3.1% | -24.4% | +27.5% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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