+19.4%
BRO vs RNG
-68.4%
+87.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -7.3% | -6.1% | -1.2% | -6.7% |
| 30D | -6.9% | +9.6% | -16.5% | -7.7% |
| 3M | +10.7% | +83.3% | -72.7% | +4.0% |
| 6M | -2.7% | +77.9% | -80.6% | -8.7% |
| YTD | -16.3% | +139.9% | -156.2% | -24.2% |
| 1Y | -29.1% | +121.7% | -150.7% | -35.4% |
| 3Y | -7.8% | +121.9% | -129.7% | -18.2% |
| All | +19.4% | -68.4% | +87.8% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling