+59.8%
ON vs BRO
+17.6%
+42.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.5% |
| 7D | +2.4% | -7.3% | +9.7% | +3.9% |
| 30D | -8.6% | -6.9% | -1.8% | -7.5% |
| 3M | -34.3% | +10.7% | -45.0% | -37.4% |
| 6M | +28.5% | -2.7% | +31.2% | +28.3% |
| YTD | +40.6% | -16.3% | +56.9% | +48.8% |
| 1Y | +55.3% | -29.1% | +84.4% | +77.0% |
| 3Y | -22.2% | -7.8% | -14.4% | -29.0% |
| All | +59.8% | +17.6% | +42.2% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling