+57.4%
INTC vs BRO
-3.6%
+60.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.5% | -8.2% | +1.4% |
| 7D | -39.0% | +12.4% | -51.4% | -28.9% |
| 30D | -49.8% | +21.6% | -71.4% | -35.5% |
| 3M | -42.2% | +4.3% | -46.6% | -36.1% |
| 6M | -39.2% | +29.2% | -68.4% | -14.1% |
| YTD | +57.9% | -6.4% | +64.3% | +78.6% |
| 1Y | +57.4% | -5.3% | +62.7% | +80.7% |
| All | +57.4% | -3.6% | +60.9% | +80.7% |
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