-93.0%
OPEN vs BROS
+10.5%
-103.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.5% | -10.1% | -6.6% |
| 7D | -15.0% | +6.3% | -21.3% | -17.5% |
| 30D | -40.2% | -8.3% | -31.9% | -38.1% |
| 3M | -67.4% | -29.8% | -37.6% | -62.0% |
| 6M | -74.0% | -25.8% | -48.2% | -71.1% |
| YTD | -79.6% | -41.4% | -38.2% | -75.0% |
| 1Y | -86.1% | -35.2% | -50.9% | -83.8% |
| 3Y | -41.4% | +32.8% | -74.1% | -60.8% |
| 5Y | -94.9% | -42.2% | -52.7% | -95.2% |
| All | -93.0% | +10.5% | -103.5% | -93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling