+27.0%
BROS vs RBA
+43.6%
-16.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -6.7% | -2.9% | -3.7% | -5.3% |
| 30D | -29.1% | -12.3% | -16.8% | -24.5% |
| 3M | -16.7% | -20.5% | +3.8% | -8.5% |
| 6M | -11.6% | -18.5% | +6.9% | -4.1% |
| YTD | -23.9% | -18.2% | -5.7% | -17.7% |
| 1Y | -34.8% | -27.5% | -7.3% | -25.2% |
| 3Y | +62.1% | +38.1% | +24.0% | +40.7% |
| All | +27.0% | +43.6% | -16.6% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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