+414.9%
COMP vs BRO
-1.1%
+416.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.9% |
| 7D | +8.9% | -5.1% | +14.0% | +10.2% |
| 30D | +14.0% | +10.4% | +3.5% | +10.9% |
| 3M | -21.1% | -0.5% | -20.7% | -21.5% |
| 6M | +20.1% | +27.1% | -7.0% | +13.0% |
| YTD | -5.0% | -10.6% | +5.6% | -3.0% |
| 1Y | +5.7% | -11.1% | +16.8% | +8.1% |
| All | +414.9% | -1.1% | +416.0% | +412.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling