-53.4%
S vs BRO
+28.6%
-82.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +0.1% | -8.6% | +8.6% | +5.1% |
| 30D | -11.8% | -6.9% | -4.9% | -8.6% |
| 3M | +33.9% | +10.5% | +23.5% | +24.8% |
| 6M | +40.1% | -2.8% | +42.9% | +40.3% |
| YTD | +32.1% | -16.1% | +48.2% | +43.5% |
| 1Y | +11.0% | -27.6% | +38.6% | +31.9% |
| 3Y | +16.9% | -7.3% | +24.2% | +10.0% |
| 5Y | -68.9% | +19.0% | -87.9% | -76.9% |
| All | -53.4% | +28.6% | -82.0% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 all: compounded portfolio wealth divided by compounded BRO 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…
all analysis · Full analysis span regression · 6 months rolling