+13.8%
ORCL vs BROS
+30.6%
-16.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.5% | -7.9% | -2.3% |
| 7D | +8.0% | +6.3% | +1.7% | +7.0% |
| 30D | -4.0% | -8.3% | +4.4% | -3.0% |
| 3M | -19.5% | -29.8% | +10.3% | -15.7% |
| 6M | -33.5% | -25.8% | -7.6% | -31.5% |
| YTD | -34.8% | -41.4% | +6.5% | -31.2% |
| 1Y | -41.6% | -35.2% | -6.5% | -39.3% |
| 3Y | +13.8% | +32.8% | -19.0% | +7.9% |
| All | +13.8% | +30.6% | -16.8% | +7.9% |
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