+40.0%
O vs BROS
+32.8%
+7.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.6% | -5.9% | +0.7% |
| 7D | +3.3% | -17.9% | +21.3% | +3.6% |
| 30D | +10.3% | -5.4% | +15.7% | +10.4% |
| 3M | -3.5% | -32.1% | +28.6% | -2.9% |
| 6M | -1.3% | -31.7% | +30.4% | -0.8% |
| YTD | +10.3% | -41.2% | +51.5% | +11.1% |
| 1Y | +10.4% | -32.6% | +43.0% | +10.9% |
| 3Y | +40.0% | +32.7% | +7.3% | +37.4% |
| All | +40.0% | +32.8% | +7.2% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling