+8.3%
DIS vs BRO
-3.8%
+12.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +3.1% |
| 7D | +9.1% | +12.2% | -3.1% | +6.0% |
| 30D | +14.8% | +21.3% | -6.5% | +9.3% |
| 3M | +21.2% | +4.1% | +17.1% | +19.8% |
| 6M | +18.3% | +28.9% | -10.6% | +12.2% |
| YTD | +5.4% | -6.6% | +11.9% | +8.2% |
| 1Y | +8.3% | -5.6% | +13.8% | +10.2% |
| All | +8.3% | -3.8% | +12.1% | +10.2% |
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