+30.6%
ORCL vs BROS
-50.1%
+80.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | -11.2% | -21.2% | +10.1% | -8.6% |
| 30D | -18.8% | -11.6% | -7.3% | -17.7% |
| 3M | -18.8% | -36.7% | +17.9% | -14.3% |
| 6M | -39.7% | -42.8% | +3.1% | -36.1% |
| YTD | -39.6% | -44.8% | +5.2% | -36.0% |
| 1Y | -51.7% | -36.5% | -15.2% | -49.8% |
| 3Y | +10.2% | +27.0% | -16.7% | +3.3% |
| All | +30.6% | -50.1% | +80.7% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling