-82.4%
OPEN vs BROS
+38.3%
-120.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.4% |
| 7D | -2.9% | -6.6% | +3.7% | +0.1% |
| 30D | -13.8% | -12.3% | -1.5% | -8.7% |
| 3M | -30.9% | -22.2% | -8.7% | -24.1% |
| 6M | -40.9% | -14.3% | -26.7% | -38.6% |
| YTD | -48.5% | -26.6% | -22.0% | -42.7% |
| 1Y | -50.9% | -31.5% | -19.4% | -43.6% |
| 3Y | -20.6% | +62.3% | -82.9% | -50.8% |
| All | -82.4% | +38.3% | -120.7% | -85.3% |
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