+5,074.9%
DELL vs BRO
+298.4%
+4,776.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.2% | +12.1% |
| 7D | +8.2% | -7.3% | +15.6% | +11.2% |
| 30D | +17.1% | -6.9% | +23.9% | +19.8% |
| 3M | +45.2% | +10.7% | +34.5% | +35.8% |
| 6M | +286.8% | -2.7% | +289.5% | +281.0% |
| YTD | +354.8% | -16.3% | +371.1% | +378.6% |
| 1Y | +358.3% | -29.1% | +387.3% | +419.7% |
| 3Y | +724.9% | -7.8% | +732.7% | +680.3% |
| 5Y | +1,193.7% | +18.7% | +1,175.0% | +912.5% |
| 10Y | +4,433.8% | +291.9% | +4,141.9% | +2,027.7% |
| All | +5,074.9% | +298.4% | +4,776.5% | +2,319.9% |
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 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