-18.8%
OPEN vs BROS
+64.7%
-83.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.0% |
| 7D | +1.0% | -0.9% | +1.9% | +1.2% |
| 30D | -11.9% | -13.5% | +1.5% | -7.7% |
| 3M | -28.8% | -18.4% | -10.3% | -24.7% |
| 6M | -38.6% | -10.6% | -28.0% | -37.5% |
| YTD | -47.3% | -25.1% | -22.3% | -43.3% |
| 1Y | -49.2% | -28.6% | -20.5% | -44.4% |
| 3Y | -18.8% | +65.6% | -84.4% | -49.8% |
| All | -18.8% | +64.7% | -83.5% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling