+724.9%
DELL vs BRO
-7.6%
+732.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.2% | +12.0% |
| 7D | +8.2% | -7.3% | +15.6% | +7.4% |
| 30D | +17.1% | -6.9% | +23.9% | +16.3% |
| 3M | +45.2% | +10.7% | +34.5% | +43.7% |
| 6M | +286.8% | -2.7% | +289.5% | +290.6% |
| YTD | +354.8% | -16.3% | +371.1% | +368.5% |
| 1Y | +358.3% | -29.1% | +387.3% | +385.7% |
| 3Y | +724.9% | -7.8% | +732.7% | +734.4% |
| All | +724.9% | -7.6% | +732.5% | +734.4% |
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