-47.1%
OPEN vs BROS
-35.3%
-11.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -4.3% | -6.7% | +2.4% | -1.3% |
| 30D | -16.2% | -29.1% | +12.8% | -3.1% |
| 3M | -36.4% | -16.7% | -19.7% | -33.1% |
| 6M | -35.5% | -11.6% | -23.8% | -35.2% |
| YTD | -46.0% | -23.9% | -22.1% | -40.7% |
| 1Y | -47.1% | -34.8% | -12.4% | +3.4% |
| All | -47.1% | -35.3% | -11.8% | +3.4% |
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