+20.1%
COMP vs BRO
-3.8%
+23.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.2% | +3.5% | +6.6% |
| 7D | +9.5% | +12.2% | -2.7% | +6.4% |
| 30D | +8.1% | +21.3% | -13.2% | +3.5% |
| 3M | -16.3% | +4.1% | -20.4% | -17.8% |
| 6M | +42.2% | +28.9% | +13.3% | +35.6% |
| YTD | -5.0% | -6.6% | +1.6% | -3.9% |
| 1Y | +20.1% | -5.6% | +25.6% | +20.0% |
| All | +20.1% | -3.8% | +23.9% | +20.0% |
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