+285.2%
BRO vs RRX
+228.4%
+56.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.9% |
| 7D | -7.3% | -0.3% | -7.0% | -7.3% |
| 30D | -6.9% | -6.1% | -0.7% | -5.9% |
| 3M | +10.7% | -23.1% | +33.7% | +14.7% |
| 6M | -2.7% | -19.5% | +16.8% | -1.6% |
| YTD | -16.3% | +16.1% | -32.4% | -23.7% |
| 1Y | -29.1% | +12.9% | -42.0% | -35.3% |
| 3Y | -7.8% | +7.9% | -15.8% | -19.3% |
| 5Y | +18.7% | +19.1% | -0.4% | -3.1% |
| All | +285.2% | +228.4% | +56.8% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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