+25,589.7%
BRO vs RGEN
+1,546.8%
+24,042.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -8.6% | -2.9% | -5.7% | -8.5% |
| 30D | -6.9% | -0.1% | -6.9% | -7.0% |
| 3M | +10.5% | +25.9% | -15.5% | +9.6% |
| 6M | -2.8% | +35.2% | -38.0% | -3.9% |
| YTD | -16.1% | +0.5% | -16.6% | -16.4% |
| 1Y | -27.6% | +37.0% | -64.6% | -28.6% |
| 3Y | -7.3% | +2.0% | -9.3% | -8.4% |
| 5Y | +19.0% | -44.2% | +63.2% | +18.9% |
| 10Y | +292.7% | +411.6% | -118.9% | +268.2% |
| All | +25,589.7% | +1,546.8% | +24,042.9% | +20,630.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling