-7.5%
IR vs BROS
-30.1%
+22.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.6% |
| 7D | -1.9% | -6.6% | +4.7% | -0.5% |
| 30D | -15.0% | -12.3% | -2.7% | -12.7% |
| 3M | -0.4% | -22.2% | +21.8% | +3.2% |
| 6M | -15.0% | -14.3% | -0.8% | -14.8% |
| YTD | -7.1% | -26.6% | +19.5% | -4.2% |
| 1Y | -7.5% | -31.5% | +24.0% | +0.6% |
| All | -7.5% | -30.1% | +22.5% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling