+45.8%
ON vs BROS
-33.2%
+79.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.2% | -0.7% |
| 7D | -4.7% | -6.1% | +1.3% | -4.0% |
| 30D | -13.5% | -12.4% | -1.1% | -12.1% |
| 3M | -36.3% | -27.9% | -8.4% | -35.5% |
| 6M | +17.8% | -16.8% | +34.6% | +12.6% |
| YTD | +29.6% | -29.0% | +58.6% | +31.4% |
| 1Y | +45.8% | -33.2% | +79.0% | +39.2% |
| All | +45.8% | -33.2% | +79.0% | +39.2% |
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