+12.4%
O vs BROS
-47.0%
+59.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.6% | -5.9% | +0.5% |
| 7D | +3.3% | -17.9% | +21.3% | +4.1% |
| 30D | +10.3% | -5.4% | +15.7% | +10.4% |
| 3M | -3.5% | -32.1% | +28.6% | -1.9% |
| 6M | -1.3% | -31.7% | +30.4% | 0.0% |
| YTD | +10.3% | -41.2% | +51.5% | +12.4% |
| 1Y | +10.4% | -32.6% | +43.0% | +11.6% |
| 3Y | +40.0% | +32.7% | +7.3% | +32.3% |
| 5Y | +12.4% | -44.2% | +56.6% | +11.5% |
| All | +12.4% | -47.0% | +59.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling