-5.9%
BRO vs REPL
+74.1%
-80.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -2.5% |
| 7D | -7.6% | -9.6% | +1.9% | -7.9% |
| 30D | -6.9% | +5.7% | -12.6% | -6.7% |
| 3M | +12.8% | +56.4% | -43.6% | +15.3% |
| 6M | -5.9% | +67.4% | -73.3% | +0.7% |
| All | -5.9% | +74.1% | -80.0% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 6mo: compounded portfolio wealth divided by compounded REPL 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…
6mo analysis · Full analysis span regression · 6 months rolling