+25,589.7%
BRO vs RRC
+1,198.5%
+24,391.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -8.6% | -1.2% | -7.4% | -8.5% |
| 30D | -6.9% | +3.0% | -9.9% | -7.1% |
| 3M | +10.5% | +7.3% | +3.2% | +10.0% |
| 6M | -2.8% | +3.6% | -6.3% | -3.1% |
| YTD | -16.1% | +19.4% | -35.5% | -17.1% |
| 1Y | -27.6% | +21.4% | -49.0% | -28.5% |
| 3Y | -7.3% | +32.8% | -40.0% | -9.5% |
| 5Y | +19.0% | +152.0% | -133.0% | +10.7% |
| 10Y | +292.7% | +5.9% | +286.8% | +259.1% |
| All | +25,589.7% | +1,198.5% | +24,391.2% | +22,754.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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