+2,245.2%
D vs BRO
+25,667.1%
-23,421.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.3% |
| 7D | -0.4% | -7.6% | +7.2% | +0.7% |
| 30D | -2.1% | -6.9% | +4.8% | -1.1% |
| 3M | -0.7% | +12.8% | -13.6% | -2.7% |
| 6M | +5.6% | -5.9% | +11.4% | +6.1% |
| YTD | +14.6% | -15.9% | +30.5% | +16.8% |
| 1Y | +15.3% | -28.1% | +43.5% | +20.2% |
| 3Y | +59.1% | -7.0% | +66.1% | +59.5% |
| 5Y | +3.9% | +18.0% | -14.1% | +0.1% |
| 10Y | +38.5% | +293.9% | -255.4% | +17.2% |
| All | +2,245.2% | +25,667.1% | -23,421.9% | +1,644.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling