+34,147.2%
LOW vs BRO
+25,535.5%
+8,611.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.7% | -7.3% | +3.6% | -1.9% |
| 30D | -8.9% | -6.9% | -2.0% | -7.3% |
| 3M | -10.4% | +10.7% | -21.1% | -12.8% |
| 6M | -19.4% | -2.7% | -16.7% | -19.2% |
| YTD | -17.1% | -16.3% | -0.8% | -14.0% |
| 1Y | -26.3% | -29.1% | +2.8% | -20.5% |
| 3Y | -9.9% | -7.8% | -2.1% | -9.7% |
| 5Y | +6.1% | +18.7% | -12.6% | -0.7% |
| 10Y | +230.8% | +291.9% | -61.0% | +141.2% |
| All | +34,147.2% | +25,535.5% | +8,611.8% | +18,337.6% |
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