+143.3%
DELL vs BRO
-3.6%
+146.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.5% | -13.3% | -6.1% |
| 7D | -24.6% | +12.4% | -37.0% | -18.7% |
| 30D | -32.5% | +21.6% | -54.1% | -24.2% |
| 3M | -20.2% | +4.3% | -24.5% | -15.9% |
| 6M | +76.5% | +29.2% | +47.3% | +96.2% |
| YTD | +198.9% | -6.4% | +205.3% | +229.1% |
| 1Y | +143.3% | -5.3% | +148.6% | +169.7% |
| All | +143.3% | -3.6% | +146.9% | +169.7% |
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