-74.2%
OPEN vs BRO
+65.6%
-139.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.2% |
| 7D | -11.4% | -7.3% | -4.1% | -6.7% |
| 30D | -20.1% | -6.9% | -13.2% | -16.2% |
| 3M | -37.6% | +10.7% | -48.2% | -43.4% |
| 6M | -47.1% | -2.7% | -44.4% | -47.6% |
| YTD | -52.1% | -16.3% | -35.8% | -46.9% |
| 1Y | -73.5% | -29.1% | -44.4% | -66.5% |
| 3Y | -24.4% | -7.8% | -16.6% | -29.9% |
| 5Y | -85.1% | +18.7% | -103.9% | -88.7% |
| All | -74.2% | +65.6% | -139.7% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling