-73.0%
OPEN vs BROS
-33.4%
-39.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.0% | -5.1% | -6.3% |
| 7D | -24.7% | -19.0% | -5.7% | -18.6% |
| 30D | -41.0% | -7.3% | -33.7% | -39.1% |
| 3M | -62.4% | -31.2% | -31.2% | -57.5% |
| All | -73.0% | -33.4% | -39.6% | -71.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling