+46.6%
ORCL vs BROS
+10.8%
+35.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.6% | -3.5% | +2.4% |
| 7D | +0.5% | -17.9% | +18.4% | +2.6% |
| 30D | -15.3% | -5.4% | -9.9% | -14.9% |
| 3M | -18.2% | -32.1% | +13.8% | -14.9% |
| 6M | -38.4% | -31.7% | -6.7% | -36.3% |
| YTD | -37.7% | -41.2% | +3.5% | -34.8% |
| 1Y | -49.3% | -32.6% | -16.7% | -47.8% |
| 3Y | +10.6% | +32.7% | -22.1% | +4.5% |
| 5Y | +35.5% | -44.2% | +79.7% | +31.2% |
| All | +46.6% | +10.8% | +35.8% | +41.5% |
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