+55.3%
ON vs BRO
-27.7%
+83.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.4% |
| 7D | +2.4% | -7.3% | +9.7% | -3.0% |
| 30D | -8.6% | -6.9% | -1.8% | -12.7% |
| 3M | -34.3% | +10.7% | -45.0% | -27.9% |
| 6M | +28.5% | -2.7% | +31.2% | +40.6% |
| YTD | +40.6% | -16.3% | +56.9% | +47.5% |
| 1Y | +55.3% | -29.1% | +84.4% | +49.5% |
| All | +55.3% | -27.7% | +83.1% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling