+52.0%
BROS vs RBRK
+124.5%
-72.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.6% |
| 7D | -5.8% | -7.5% | +1.7% | -4.3% |
| 30D | -14.0% | -10.4% | -3.5% | -12.5% |
| 3M | -32.5% | +21.3% | -53.8% | -36.4% |
| 6M | -14.9% | +50.6% | -65.5% | -24.5% |
| YTD | -28.3% | +13.3% | -41.6% | -32.4% |
| 1Y | -34.0% | +11.2% | -45.2% | -38.3% |
| All | +52.0% | +124.5% | -72.5% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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