-7.8%
BRO vs RGEN
+2.2%
-10.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -7.3% | -1.4% | -5.9% | -7.2% |
| 30D | -6.9% | -0.3% | -6.5% | -6.9% |
| 3M | +10.7% | +23.9% | -13.2% | +9.3% |
| 6M | -2.7% | +38.5% | -41.2% | -4.5% |
| YTD | -16.3% | +0.8% | -17.1% | -16.8% |
| 1Y | -29.1% | +38.2% | -67.3% | -30.6% |
| 3Y | -7.8% | +1.3% | -9.1% | -7.6% |
| All | -7.8% | +2.2% | -10.0% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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