+192.4%
ON vs BRO
+3,364.3%
-3,171.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -4.7% | -8.6% | +3.9% | -0.3% |
| 30D | -13.5% | -6.9% | -6.5% | -10.7% |
| 3M | -36.3% | +10.5% | -46.8% | -41.7% |
| 6M | +17.8% | -2.8% | +20.5% | +13.7% |
| YTD | +29.6% | -16.1% | +45.7% | +34.2% |
| 1Y | +45.8% | -27.6% | +73.4% | +62.2% |
| 3Y | -28.3% | -7.3% | -21.1% | -33.5% |
| 5Y | +49.6% | +19.0% | +30.7% | +19.4% |
| 10Y | +583.9% | +292.7% | +291.2% | +191.0% |
| All | +192.4% | +3,364.3% | -3,171.9% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling