+277.0%
IR vs BRO
+238.8%
+38.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -0.8% |
| 7D | -1.9% | -7.6% | +5.8% | +2.2% |
| 30D | -15.0% | -6.9% | -8.2% | -12.0% |
| 3M | -0.4% | +12.8% | -13.2% | -7.8% |
| 6M | -15.0% | -5.9% | -9.2% | -13.6% |
| YTD | -7.1% | -15.9% | +8.8% | +0.2% |
| 1Y | -7.5% | -28.1% | +20.6% | +8.6% |
| 3Y | +6.3% | -7.0% | +13.3% | +2.8% |
| 5Y | +37.3% | +18.0% | +19.3% | +9.6% |
| All | +277.0% | +238.8% | +38.2% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling