+17.4%
O vs BROS
+7.7%
+9.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.1% |
| 7D | +0.6% | -20.4% | +21.0% | +1.4% |
| 30D | +9.4% | -6.1% | +15.5% | +9.5% |
| 3M | -2.4% | -29.4% | +27.0% | -1.2% |
| 6M | -1.9% | -31.5% | +29.7% | -0.7% |
| YTD | +10.5% | -42.8% | +53.3% | +12.4% |
| 1Y | +10.0% | -37.5% | +47.5% | +11.4% |
| 3Y | +40.5% | +27.2% | +13.3% | +34.6% |
| 5Y | +10.2% | -47.0% | +57.2% | +7.0% |
| All | +17.4% | +7.7% | +9.7% | +12.5% |
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