+47.6%
ON vs BROS
-37.3%
+84.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.5% | -10.1% | -4.6% |
| 7D | +12.2% | +6.3% | +5.9% | +11.2% |
| 30D | -3.1% | -8.3% | +5.2% | -1.2% |
| 3M | -12.9% | -29.8% | +16.9% | -9.3% |
| 6M | -38.6% | -25.8% | -12.8% | -40.9% |
| YTD | +31.2% | -41.4% | +72.6% | +35.5% |
| 1Y | +47.6% | -35.2% | +82.8% | +45.1% |
| All | +47.6% | -37.3% | +84.9% | +45.1% |
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