+3.4%
SLB vs BROS
+30.6%
-27.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.0% | +0.9% |
| 7D | +3.5% | +6.3% | -2.8% | +2.9% |
| 30D | +6.5% | -8.3% | +14.9% | +7.1% |
| 3M | -0.2% | -29.8% | +29.6% | +2.6% |
| 6M | -5.7% | -25.8% | +20.1% | -4.9% |
| YTD | +36.8% | -41.4% | +78.2% | +41.1% |
| 1Y | +45.8% | -35.2% | +80.9% | +48.4% |
| 3Y | +3.4% | +32.8% | -29.4% | -4.4% |
| All | +3.4% | +30.6% | -27.2% | -4.4% |
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