-68.4%
U vs BROS
+43.3%
-111.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -3.8% | -6.7% | +2.9% | -1.3% |
| 30D | +17.5% | -29.1% | +46.5% | +31.5% |
| 3M | +38.7% | -16.7% | +55.4% | +43.6% |
| 6M | +104.4% | -11.6% | +116.0% | +104.2% |
| YTD | -5.7% | -23.9% | +18.2% | +0.9% |
| 1Y | +3.7% | -34.8% | +38.5% | +16.8% |
| 3Y | +12.3% | +62.1% | -49.8% | -22.9% |
| All | -68.4% | +43.3% | -111.8% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling