+88.7%
INTC vs BROS
+43.3%
+45.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.4% |
| 7D | +7.1% | -6.7% | +13.7% | +8.1% |
| 30D | -5.2% | -29.1% | +23.9% | -0.6% |
| 3M | -14.3% | -16.7% | +2.4% | -12.5% |
| 6M | +110.2% | -11.6% | +121.8% | +112.2% |
| YTD | +159.6% | -23.9% | +183.5% | +167.3% |
| 1Y | +289.3% | -34.8% | +324.1% | +307.7% |
| 3Y | +166.1% | +62.1% | +104.0% | +141.1% |
| All | +88.7% | +43.3% | +45.4% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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