+289.3%
INTC vs BRO
-24.4%
+313.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +3.0% |
| 7D | +7.1% | -2.6% | +9.7% | +4.5% |
| 30D | -5.2% | +0.9% | -6.1% | -3.9% |
| 3M | -14.3% | +24.8% | -39.1% | +6.9% |
| 6M | +110.2% | -0.1% | +110.3% | +134.2% |
| YTD | +159.6% | -9.7% | +169.3% | +173.5% |
| 1Y | +289.3% | -24.5% | +313.8% | +293.0% |
| All | +289.3% | -24.4% | +313.7% | +293.0% |
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