-72.2%
OPEN vs BRO
+66.4%
-138.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -0.6% |
| 7D | -2.9% | -7.6% | +4.7% | +2.5% |
| 30D | -13.8% | -6.9% | -6.9% | -9.6% |
| 3M | -30.9% | +12.8% | -43.7% | -38.2% |
| 6M | -40.9% | -5.9% | -35.1% | -40.0% |
| YTD | -48.5% | -15.9% | -32.6% | -43.1% |
| 1Y | -50.9% | -28.1% | -22.8% | -38.2% |
| 3Y | -20.6% | -7.0% | -13.6% | -27.0% |
| 5Y | -84.2% | +18.0% | -102.2% | -88.0% |
| All | -72.2% | +66.4% | -138.6% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling