+629.3%
ON vs BRO
+294.2%
+335.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.6% |
| 7D | +2.4% | -7.3% | +9.7% | +6.2% |
| 30D | -8.6% | -6.9% | -1.8% | -5.8% |
| 3M | -34.3% | +10.7% | -45.0% | -40.2% |
| 6M | +28.5% | -2.7% | +31.2% | +24.7% |
| YTD | +40.6% | -16.3% | +56.9% | +48.2% |
| 1Y | +55.3% | -29.1% | +84.4% | +80.7% |
| 3Y | -22.2% | -7.8% | -14.4% | -30.4% |
| 5Y | +62.4% | +18.7% | +43.6% | +14.9% |
| All | +629.3% | +294.2% | +335.1% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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