+17.3%
O vs BROS
+38.3%
-21.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.4% |
| 7D | -2.3% | -6.6% | +4.3% | -2.0% |
| 30D | -2.4% | -12.3% | +9.9% | -2.0% |
| 3M | -0.6% | -22.2% | +21.6% | +0.2% |
| 6M | -5.0% | -14.3% | +9.3% | -4.7% |
| YTD | +10.4% | -26.6% | +36.9% | +11.3% |
| 1Y | +6.6% | -31.5% | +38.1% | +7.7% |
| 3Y | +28.4% | +62.3% | -33.9% | +22.0% |
| All | +17.3% | +38.3% | -21.0% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling