-50.4%
ORCL vs BROS
-35.4%
-15.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.3% |
| 7D | -6.5% | -19.0% | +12.5% | -4.4% |
| 30D | -16.6% | -7.3% | -9.3% | -15.5% |
| 3M | -21.6% | -31.2% | +9.6% | -18.8% |
| 6M | -39.4% | -33.0% | -6.3% | -37.4% |
| YTD | -38.7% | -42.4% | +3.7% | -39.1% |
| 1Y | -50.4% | -37.7% | -12.6% | -49.7% |
| All | -50.4% | -35.4% | -15.0% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling