-24.4%
OPEN vs BRO
-7.6%
-16.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -11.4% | -7.3% | -4.1% | -8.7% |
| 30D | -20.1% | -6.9% | -13.2% | -17.9% |
| 3M | -37.6% | +10.7% | -48.2% | -41.4% |
| 6M | -47.1% | -2.7% | -44.4% | -47.1% |
| YTD | -52.1% | -16.3% | -35.8% | -48.1% |
| 1Y | -73.5% | -29.1% | -44.4% | -68.5% |
| 3Y | -24.4% | -7.8% | -16.6% | -32.4% |
| All | -24.4% | -7.6% | -16.8% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling