+6,139.5%
BRO vs RL
+1,301.1%
+4,838.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.8% |
| 7D | -7.6% | -0.3% | -7.4% | -7.6% |
| 30D | -6.9% | -17.5% | +10.7% | -3.4% |
| 3M | +12.8% | -14.0% | +26.8% | +15.8% |
| 6M | -5.9% | -2.0% | -3.9% | -6.3% |
| YTD | -15.9% | -4.6% | -11.3% | -16.0% |
| 1Y | -28.1% | +9.5% | -37.6% | -30.3% |
| 3Y | -7.0% | +200.5% | -207.5% | -28.3% |
| 5Y | +18.0% | +226.3% | -208.3% | -12.5% |
| 10Y | +293.9% | +304.8% | -10.9% | +162.6% |
| All | +6,139.5% | +1,301.1% | +4,838.4% | +2,914.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling