+57.1%
ORCL vs BROS
+7.7%
+49.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +8.9% |
| 7D | +3.8% | -20.4% | +24.2% | +6.3% |
| 30D | -6.6% | -6.1% | -0.5% | -6.0% |
| 3M | -11.4% | -29.4% | +17.9% | -8.2% |
| 6M | -33.3% | -31.5% | -1.8% | -31.0% |
| YTD | -33.3% | -42.8% | +9.6% | -30.0% |
| 1Y | -44.9% | -37.5% | -7.4% | -42.9% |
| 3Y | +17.6% | +27.2% | -9.5% | +11.6% |
| 5Y | +46.1% | -47.0% | +93.0% | +41.9% |
| All | +57.1% | +7.7% | +49.4% | +52.2% |
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