+31.5%
ORCL vs BROS
+80.7%
-49.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.3% | +3.0% |
| 7D | +5.3% | -6.7% | +11.9% | +6.2% |
| 30D | +10.0% | -29.1% | +39.0% | +14.8% |
| 3M | -32.6% | -16.7% | -15.9% | -31.5% |
| 6M | +4.9% | -11.6% | +16.5% | +5.2% |
| YTD | -17.8% | -23.9% | +6.2% | -15.9% |
| 1Y | -28.0% | -34.8% | +6.8% | -25.0% |
| All | +31.5% | +80.7% | -49.2% | +19.1% |
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