-5.3%
BRO vs RNG
+179.4%
-184.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +12.4% | -9.6% | +22.0% | +13.6% |
| 30D | +21.6% | -1.4% | +23.0% | +21.4% |
| 3M | +4.3% | +28.8% | -24.4% | +0.8% |
| 6M | +29.2% | +65.6% | -36.4% | +20.3% |
| YTD | -6.4% | +171.4% | -177.7% | -16.2% |
| 1Y | -5.3% | +185.3% | -190.6% | -16.7% |
| All | -5.3% | +179.4% | -184.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling