+54.8%
ON vs BROS
-35.3%
+90.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +2.4% | -6.7% | +9.1% | +3.2% |
| 30D | -3.3% | -29.1% | +25.8% | +0.4% |
| 3M | -43.6% | -16.7% | -26.9% | -44.6% |
| 6M | +19.0% | -11.6% | +30.6% | +13.6% |
| YTD | +37.4% | -23.9% | +61.3% | +37.5% |
| 1Y | +54.8% | -34.8% | +89.6% | +37.2% |
| All | +54.8% | -35.3% | +90.1% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling