+285.2%
BRO vs RL
+311.3%
-26.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -7.3% | -3.4% | -3.9% | -6.7% |
| 30D | -6.9% | -14.4% | +7.6% | -4.2% |
| 3M | +10.7% | -13.6% | +24.2% | +13.4% |
| 6M | -2.7% | +0.6% | -3.3% | -3.6% |
| YTD | -16.3% | -3.6% | -12.7% | -16.6% |
| 1Y | -29.1% | +8.3% | -37.4% | -31.1% |
| 3Y | -7.8% | +204.8% | -212.6% | -29.9% |
| 5Y | +18.7% | +232.9% | -214.2% | -13.8% |
| All | +285.2% | +311.3% | -26.1% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling