+30.3%
O vs BROS
+64.7%
-34.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -0.6% | -0.9% | +0.4% | -0.5% |
| 30D | -2.0% | -13.5% | +11.5% | -1.7% |
| 3M | +3.0% | -18.4% | +21.4% | +3.4% |
| 6M | -3.6% | -10.6% | +6.9% | -3.5% |
| YTD | +12.1% | -25.1% | +37.1% | +12.6% |
| 1Y | +8.9% | -28.6% | +37.5% | +9.4% |
| 3Y | +30.3% | +65.6% | -35.2% | +21.8% |
| All | +30.3% | +64.7% | -34.3% | +21.8% |
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