+5,951.5%
SO vs BRO
+25,589.7%
-19,638.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.1% | -8.6% | +7.4% | 0.0% |
| 30D | -3.7% | -6.9% | +3.2% | -2.9% |
| 3M | -5.9% | +10.5% | -16.4% | -7.2% |
| 6M | -7.3% | -2.8% | -4.6% | -7.3% |
| YTD | +3.1% | -16.1% | +19.3% | +5.0% |
| 1Y | -1.0% | -27.6% | +26.6% | +2.6% |
| 3Y | +43.2% | -7.3% | +50.5% | +43.6% |
| 5Y | +59.1% | +19.0% | +40.1% | +53.8% |
| 10Y | +160.2% | +292.7% | -132.5% | +126.1% |
| All | +5,951.5% | +25,589.7% | -19,638.1% | +4,763.5% |
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