+32.3%
DIS vs BRO
-7.4%
+39.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -1.3% | -8.6% | +7.3% | +0.7% |
| 30D | +2.2% | -6.9% | +9.1% | +3.9% |
| 3M | +8.1% | +10.5% | -2.3% | +6.1% |
| 6M | +5.2% | -2.8% | +8.0% | +5.8% |
| YTD | -6.3% | -16.1% | +9.9% | -2.9% |
| 1Y | -7.3% | -27.6% | +20.3% | -1.2% |
| All | +32.3% | -7.4% | +39.7% | +39.4% |
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